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

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.

Cited by in corpus (1)

• Levy processes: long time behavior and convolution-type form of the Ito representation of the infinitesimal generator