Levy processes with summable Levy measures, long time behavior

preprint2014arXivOpen access

Abstract

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators LL for Levy processes XtX_t can be written down in a convolution type form. For the case of non-summable Levy measures we constructed the quasi-potential operators BB and investigated the long time behavior of XtX_t. In the present paper we consider Levy processes XtX_t with summable Levy measures. In this case the form of the quasi-potential operators BB essentially differs from the form in the case of non-summable Levy measures. We use this new form in order to study the long time behavior of XtX_t for the case of summable Levy measures.

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