Large diffusion expansion of the transition kernel of the Lévy Ornstein-Uhlenbeck process

In this paper we study the Lévy Ornstein- Uhlenbeck equation $\partial_t X_t=-m\,X_t+η$. The transition kernel of the Lévy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion expansion of the transition kernel of the Lévy Ornstein- Uhlenbeck process will be given as well. The obtained series can be re-expressed in terms of generalized Feynman graphs and Feynman rules.

No reviews yet.

No comments yet.