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Convolution type form of the Ito representation of the infinitesimal generator for Levy processes
Published 14 Dec 2012 in math.CA, math.ST, and stat.TH | (1212.3603v1)
Abstract: In the present paper we show that the Ito representation of the infinitesimal generator $L$ for Levy processes can be written in a convolution type form. Using the obtained convolution form and the theory of integral equations with difference kernels we study the properties of Levy processes.
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