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arXiv · 2608.26642

Fredholm and Sturm--Liouville Type Characterizations of the Limit Measure for the Kac Killing Penalization for L\'{e}vy Processes

Kohki Iba
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Abstract

We study the Kac killing penalization for a one-dimensional recurrent L\'{e}vy process. We prove that the limit process possesses two equivalent characterizations by a Fredholm equation and by a Sturm--Liouville equation.

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Kohki Iba. 2026-08-27. Fredholm and Sturm--Liouville Type Characterizations of the Limit Measure for the Kac Killing Penalization for L\'{e}vy Processes. https://arxiv.org/abs/2608.26642

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