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Small time expansions for transition probabilities of some Lévy processes

   
@article{ECP1452,
	author = {Philippe Marchal},
	title = {Small time expansions for transition probabilities of  some Lévy processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Lévy process, transition probability},
	abstract = {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.},
	pages = {no. 13, 132-142},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1452},    
        url = {http://ecp.ejpecp.org/article/view/1452}}