On the Upper Bound of the Density for Truncated Stable Processes in Small Time

Potential Analysis

Volumn 6, Issue 1, 1997, Pages 11-37

  Ishikawa, Yasushi ^a,b  

^a HIROSAKI UNIVERSITY   (Japan)

^b UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

Malliavin calculus of jump type; Truncated stable processes

Indexed keywords

EID: 0031494757     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017943607502     Document Type: Article

References (10)

1. Bismut, J.-M.: Calcul des variations stochastiques et processus de sauts, Z. Wahrsch. Verw. Gebiete 63 (1983), 147-235.
2. Dziubański, J.: Asymptotic behaviour of densities of stable semigroups of measures, Probab. Th. Rel. Fields 87 (1991), 459-467.
3. Graczyk, P.: Malliavin calculus for stable processes on homogeneous groups, Studia Math. 100 (1991), 183-205.
4. Ishikawa, Y.: On the lower bound of the density for jump processes in small time, Bull. Sc. Math. 117 (1993), 463-483.
5. Ishikawa, Y.: Asymptotic behavior of the transition density for jump-type processes in small time, Tohoku Math. J. 46 (1994), 443-456.
6. Léandre, R.: Régularité de processus de sauts dégénérés (II), Ann. I.H.P. Probabilites 24 (1988), 209-236.
7. Léandre, R.: Densité en temps petit d'un processus de sauts, in Séminaire de Proba. XXI J. Azéma, P. A. Meyer and M. Yor (eds.), pp. 81-99, Lect. Notes in Math. 1247, Springer-Verlag, Berlin, 1987.
8. Léandre, R.: Densité en temps petit d'un processus de sauts, in Séminaire de Proba. XXI J. Azéma, P. A. Meyer and M. Yor (eds.), pp. 81-99, Lect. Notes in Math. 1247, Springer-Verlag, Berlin, 1987.
9. Lepeltier, J. P. and Marchal, R.: Problèmes de martingales associées à un opérateur intégrodifférentiel, Ann. I.H.P. Probabilites 12 (1976), 43-103.
10. Zolotarev, V. M.: One-dimensional stable distributions, Translations of A.M.S. 65, A.M.S., Providence RI, 1986.