Density in small time for Levy processes
ESAIM: Probability and Statistics, Tome 1 (1997), pp. 357-389 
@article{PS_1997__1__357_0,
     author = {Picard, Jean},
     title = {Density in small time for {Levy} processes},
     journal = {ESAIM: Probability and Statistics},
     pages = {357--389},
     year = {1997},
     publisher = {EDP Sciences},
     volume = {1},
     mrnumber = {1486930},
     zbl = {0899.60065},
     language = {en},
     url = {https://www.numdam.org/item/PS_1997__1__357_0/}
}
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Picard, Jean. Density in small time for Levy processes. ESAIM: Probability and Statistics, Tome 1 (1997), pp. 357-389. https://www.numdam.org/item/PS_1997__1__357_0/

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