Asymptotic expansion of the nonlocal heat content

Tomasz Grzywny, Julia Lenczewska

Let $\mathbf{X}=\{X_t{\}}_{t\ge 0}$ be a Lévy process in ${\mathbb{R}}^d$ and $\Omega$ be an open subset of ${\mathbb{R}}^d$ with finite Lebesgue measure. In this article we consider the qua…