Estimates of tempered stable densities. (English) Zbl 1393.60050
Summary: 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.
MSC:
| 60G51 | Processes with independent increments; Lévy processes |
| 60E07 | Infinitely divisible distributions; stable distributions |
| 60J35 | Transition functions, generators and resolvents |
| 60J45 | Probabilistic potential theory |
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