Transition densities of subordinators
Tomasz Grzywny, Łukasz Leżaj, Bartosz Trojan · arXiv (Cornell University) · 2018
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density. Sharp estimates are provided if additional upper scaling condition on the Laplace exponent is imposed.