5 citations · 45 across the 42 of their papers we have counts for
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Levy processes with summable Levy measures, long time behavior
Lev Sakhnovich
In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators for Levy processes can be written down in a convolution type…
Levy processes: long time behavior and convolution-type form of the Ito representation of the infinitesimal generator
Lev Sakhnovich
In the present paper we show that the Levy-Ito representation of the infinitesimal generator for Levy processes can be written in a convolution-type form. Using the obtai…
Integral Equations in the Theory of Levy Processes
Lev Sakhnovich
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution f…
Levy Processes, Generators
Lev Sakhnovich
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-p…
On Sample Functions Behavior of Stable Processes
Lev Sakhnovich
We investigate the asymptotic behavior of sample functions of stable processes when . We compare our results with the iterated logarithm law, results for the first hi…