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Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders.

Authors :
Cho, Soobin
Kim, Panki
Source :
Stochastic Processes & Their Applications. Sep2021, Vol. 139, p229-279. 51p.
Publication Year :
2021

Abstract

In this paper, we discuss estimates on the transition densities of subordinators, which are global in time. We establish sharp two-sided estimates on the transition densities of subordinators whose Lévy measures are absolutely continuous and decaying in mixed polynomial orders. Under a weaker assumption on Lévy measures, we also obtain precise asymptotic behaviors of the transition densities at infinity. Our results cover geometric stable subordinators, Gamma subordinators and much more. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
139
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
151594247
Full Text :
https://doi.org/10.1016/j.spa.2021.05.005