| Título: | Small time expansions for transition probabilities of some Lévy processes |
| Autores: | Marchal, Philippe; CNRS and DMA, Ecole Normale Supérieure |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Lévy process, transition probability 60J30 |
| Descripción: | We show that there exist Lévy processes $(X_t,t \geq 0)$ and reals $y>0$ such that for small $t$, the probability $P(X_t> y)$ has an expansion involving fractional powers or more general functions of $t$. This constrasts with previous results giving polynomial expansions under additional assumptions. |
| Idioma: | No aplica |
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