Kato classes for Lévy processes

Abstract

We prove that the definitions of the Kato class by the semigroup and by the resolvent of the Lévy process on ${\mathbb{R}}^d$ coincide if and only if 0 is not regular for {0}. If 0 is regular for {0} then we describe both classes in detail. We also give an analytic reformulation of these results by means of the characteristic (Lévy-Khintchine) exponent of the process. The result applies to the time-dependent (non-autonomous) Kato class. As one of the consequences we obtain a simultaneous time-space smallness condition equivalent to the Kato class condition given by the semigroup.

30 pages. We have shortened some arguments

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