Density and tails of unimodal convolution semigroups - ScienceDirect Skip to main contentSkip
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Many mathematical assumptions on which classical derivative pricing methods are based
have come under scrutiny in recent years. The present volume offers an introduction to …

Estimates of transition densities and their derivatives for jump Lévy processes - ScienceDirect
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We establish boundedness estimates for solutions of generalized porous medium equations
of the form∂ t u+(− L)[um]= 0 in RN×(0, T), where m≥ 1 and− L is a linear, symmetric, and …

Due to the increasing power of modern computers, it has become ever more popular to use
sophisticated models to describe the irregular behaviour of real life phenomena. Nowadays …

We investigate densities of vaguely continuous convolution semigroups of probability
measures on ℝ d. First, we provide results that give upper estimates in a situation when the …

In this paper, we study the transition densities of pure-jump symmetric Markov processes in
ℝ d, whose jumping kernels are comparable to radially symmetric functions with mixed …

In this article, we study transition probabilities of a class of subordinate Brownian motions.
Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp …

We consider the system of stochastic differential equation $ dX_t= A (X_ {t-})\, dZ_t $, $ X_0=
x $, driven by cylindrical $\alpha $-stable process $ Z_t $ in $\mathbb {R}^ d $. We assume …

Transition density estimates for jump Lévy processes - ScienceDirect Skip to main contentSkip
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