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arXiv:math/0608402 [math.PR]AbstractReferencesReviewsResources

Levy Processes, Generators

Lev Sakhnovich

Published 2006-08-15, updated 2015-09-04Version 2

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.

Comments: The author's name and surname appear in this replacement in the correct order
Categories: math.PR, math.FA
Subjects: 60G51, 47N30
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