论文标题
光谱正质量过程的过渡密度
Transition densities of spectrally positive Lévy processes
论文作者
论文摘要
我们证明，对于满足拉普拉斯指数的第二个衍生物的无界变异状态的大量频谱单方面的lévy过程的过渡密度的渐近行为，或等效于特征指数的实际部分。当不限制没有高斯组件的过程外，我们还提供了对密度的尖锐的双向估计。
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided Lévy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on the real part of the characteristic exponent. We also provide sharp two-sided estimates on the density when restricted additionally to processes without Gaussian component.
