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Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders.
- 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]
- Subjects :
- *DENSITY
*POLYNOMIALS
*INFINITY (Mathematics)
Subjects
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