Levy Processes, Generators
概率论
2015-09-07 v2 泛函分析
摘要
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-potential. The probability of the Levy process remaining within the given domain is estimated.
引用
@article{arxiv.math/0608402,
title = {Levy Processes, Generators},
author = {Lev Sakhnovich},
journal= {arXiv preprint arXiv:math/0608402},
year = {2015}
}
备注
The author's name and surname appear in this replacement in the correct order