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Levy Processes, Generators

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining within the given domain is estimated.

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Related contextAuthorshipTopic signalTopic signalWLevy Processes, Generatorspreprint / 2015ALev SakhnovichResearcherTmath.PR7239 worksTmath.FA4066 works
PaperSignal 103 links

Levy Processes, Generators

preprint / 2015

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