Year: 2014
Type: preprint
Abstract: In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we constructed the quasi-potential operators $B$ and investigated the long time behavior of $X_t$. In the present paper we consider Levy processes $X_t$ with summable Levy measures. In this case the form of the quasi-potential operators $B$ 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 $X_t$ for the case of summable Levy measures.
Source: arXiv (Cornell University)
Author: Sakhnovich, Lev
Institution: Milford Hospital
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4302596386