Tomasz Grzywny, Łukasz Leżaj, Bartosz Trojan
Published 2018-12-17Version 1
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density. Sharp estimates are provided if additional upper scaling condition on the Laplace exponent is imposed.
Sampling from Unknown Transition Densities of Diffusion processes
Regularity of transition densities and ergodicity for affine jump-diffusion processes
The transition density of Brownian motion killed on a bounded set
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