☆ 4.3 Article

Space-time boundedness and asymptotic behaviors of the densities of CM E-subordinators

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2024)

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Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders

Soobin Cho et al.

Summary: This paper discusses the estimates on the transition densities of subordinators, establishing sharp two-sided estimates for subordinators with Levy measures that are absolutely continuous and decaying in mixed polynomial orders. Additionally, precise asymptotic behaviors of the transition densities at infinity are obtained under a weaker assumption on Levy measures. The results cover geometric stable subordinators, Gamma subordinators, and more.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2021)

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