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arXiv · 1212.3603

Convolution type form of the Ito representation of the infinitesimal generator for Levy processes

Lev Sakhnovich
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Abstract

In the present paper we show that the Ito representation of the infinitesimal generator $L$ for Levy processes can be written in a convolution type form. Using the obtained convolution form and the theory of integral equations with difference kernels we study the properties of Levy processes.

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Lev Sakhnovich. 2012-12-14. Convolution type form of the Ito representation of the infinitesimal generator for Levy processes. https://arxiv.org/abs/1212.3603

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