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math.PR2006
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…
math.PR2006
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…