Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications

  1. Victoria Knopova
  2. Aleksei Kulik

Abstract

 

INTRINSIC COMPOUND KERNEL ESTIMATES FOR THE TRANSITION PROBABILITY DENSITY OF LÉVY-TYPE PROCESSES AND THEIR APPLICATIONS

Starting with an integro-differential operator (L, C2 (ℜn)), we prove that its C(ℜn)-closure is the generator of a Feller process X, which admits a transition probability density. To construct this transition probability density, we develop a version of the parametrix method and a verification procedure, which proves that the constructed object is the claimed one. As a part of the construction, we prove the intrinsic upper and lower estimates on the density. As an application of the constructed estimates we state the necessary and (separately) sufficient conditions under which a given Borel measure belongs to the Kato and Dynkin classes with respect to the constructed transition probability density.

 

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Probability and Mathematical Statistics

37, z. 1, 2017

Pages from 53 to 100

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