Estimates of tempered stable densities

2008/04/01 by Paweł Sztonyk, Sztonyk, Paweł
Computer Science · Economics, Econometrics and Finance · Engineering · #60E07 #60G51 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.0804.0113

openalex publication_date 2008/04/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy--Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable semigroups of J. Rosiński.

Citations

• Asymptotic estimates of multi-dimensional stable densities and their applications
• A Multivariate Faa di Bruno Formula with Applications

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