chenjumpkernelboundscarlenkusuokastroock-upperboundssymmetricjumpkernelsknopova-schilling-densityestimateslevy-2010approximatedensitylevy

Here is Chen-Kumagai two sided bound for jump diffusion with some assumption on the jump kernel similar to that of -stable jump . We use to denote two-sided bound. Suppose is the jump kernel where and . Then

where