Abstract
AbstractWe deduce the asymptotic behavior of transition densities 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.
Publisher
Springer Science and Business Media LLC
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