





















We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any Lévy process $X$ such that its Lévy density is bounded from above by the density of an $α$-stable type Lévy process in a neighborhood of the origin. The results presented are non-asymptotic and optimal, they apply to a large class of Lévy processes.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。