Asymptotic behavior of the transition density for jump type processes in small time

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概要

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• The Markov process of pure jump type given by S.D.E. has a smooth density under non-degeneracy conditions both on the coefficient and on the Lévy measure of the driving Lévy process. In this case we obtain an estimate of this density when the time parameter is small. In this way we extend the Leandre estimate of the density for pure jump processes.

• 東北大学の論文

著者

• Ishikawa Yasushi

  Department Of Information Science Faculty Of Science Hirosaki University

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