Density in small time for levy processes

ESAIM - Probability and Statistics

Volumn 1, Issue , 1997, Pages 357-389

  Picard, Jean ^a  

^a UNIVERSITÉ BLAISE PASCAL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84996133686     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:1997114     Document Type: Article

References (12)

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6. ISHIKAWA, Y. (1995), Large deviation estimate of transition densities for jump processes, preprint.
7. LÉANDRE, R. (1987), Densité en temps petit d’un processus de sauts, in: Séminaire de Probabilités XXI, Lect. N. in Math. 1247, Springer.
8. PICARD, J. (1996), On the existence of smooth densities for jump processes, Probab. Theory Relat. Fields 105 481-511.
9. Rubin, H. (1967), Supports of convolutions of identical distributions, in: Proc. 5th Berkeley Symposium, Vol. II, Part 1, Univ. Calif. Press.
10. Tucker, H. G. (1962), Absolute continuity of infinitely divisible distributions, Pacific 3. Math. 12 1125-1129.
11. Tucker, H. G. (1965), On a necessary and sufficient condition that an infinitely divisible distribution be absolutely continuous, Transactions A.M.S. 118 316-330.
12. YAMAZATO, M. (1994), Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments, Theory Prob. 39 347-354.