2 papers
math.PR2020
Transition densities of spectrally positive Lévy processes
Łukasz Leżaj
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided Lévy processes of unbounded variation satisfying mild condition imposed on the second…
math.AP2018
Remarks on the nonlocal Dirichlet problem
Tomasz Grzywny, Moritz Kassmann, Łukasz Leżaj
We study translation-invariant integrodifferential operators that generate Lévy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet proble…