Levy Processes, Generators

2006/08/15 by Lev Sakhnovich, Sakhnovich, Lev
Mathematics · #47N30 #60G51 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #math.FA #math.PR #msc:47N30 #msc:60G51

paper · pdf · doi:10.48550/arxiv.math/0608402

The author's name and surname appear in this replacement in the correct order

arxiv created 2015/09/04 · arxiv updated 2015/09/07

Abstract

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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