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Levy Processes, Generators

Lev Sakhnovich
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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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Lev Sakhnovich. 2015-09-04. Levy Processes, Generators. https://arxiv.org/abs/math/0608402

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