Abstract
We 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.
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21 November 2022
A Correction to this paper has been published: https://doi.org/10.1007/s10986-022-09582-9
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Leżaj, Ł. Transition densities of spectrally positive Lévy processes. Lith Math J 62, 43–68 (2022). https://doi.org/10.1007/s10986-021-09549-2
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DOI: https://doi.org/10.1007/s10986-021-09549-2