Transition density estimates for Lévy-type processes

• Applicant: Professor Dr. René Leander Schilling
• Subject Area: Mathematics
• Term: from 2013 to 2015
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 239237733

• Final Report Year: 2016

Final Report Abstract

No abstract available

Publications

• Intrinsic small time estimates for distribution densities of Lévy processes. Random Op. Stoch. Eq. 21(4) (2013), 321–344
  V. Knopova, A. Kulik
  
• Compound kernel estimates for the transition probability density of a Lévy process in R . Theory of Probab. and Math. Stat. 89 (2014), 57–70
  V. Knopova
  (See online at https://doi.org/10.1090/S0094-9000-2015-00935-2)
• On the small-time behaviour of Lévy-type processes. Stoch. Proc. Appl., 124(6) (2014), 2249–2265
  V. Knopova, R. Schilling
  (See online at https://doi.org/10.1016/j.spa.2014.02.008)
• Lower bounds of the Hausdorff dimension for the images of Feller processes. Stat. Probab. Letters. 27 (2015), 222–228
  V. Knopova, R. Schilling, J. Wang
  (See online at https://doi.org/10.1016/j.spl.2014.11.027)
• On level and collision sets of some Feller processes. Lat. Am. J. Probab. Math. Stat. 12 (2015), 1001–1029
  V. Knopova, R. L. Schilling
  
• Parametrix construction for certain Lévy-type processes and applications. Rand. Oper. Stoch. Eq. 23(2) (2015), 116–136
  V. Knopova, A. Kulik
  (See online at https://doi.org/10.1515/rose-2014-0032)
• Moderate deviations and Strassen’s law for additive processes. J. of Theoretical Probability, June 2016, Volume 29, Issue 2, pp 632–652
  F. Kühn, R.L. Schilling
  (See online at https://doi.org/10.1007/s10959-014-0584-6)
• Intrinsic compound kernel estimates for the transition probability density of a Lévy-type processes and their applications. Probab. Math. Stat. Vol. 37, Fasc. 1 (2017), pp. 53–100
  V. Knopova, A. Kulik
  (See online at https://doi.org/10.19195/0208-4147.37.1.3)
• Parametrix construction of the transition probability density of the solution to an SDE driven by α-stable noise. Annales Inst. Henri Poincaré Probab. Statist. Volume 54, Number 1 (2018), 100-140
  V. Knopova, A. Kulik
  (See online at https://doi.org/10.1214/16-AIHP796)