On a ratio limit theorem for Levy processes

  • Rene Schilling (TU Dresden, Germany)
A3 01 (Sophus-Lie room)


We are interested in the (asymptotic) long-time behaviour of the semigroup T_t associated with a Lévy process X_t. It turns out that Lévy processes having transition DENSITIES can be treated in a comprehensive way. In the talk we give a proof of this result and review the question when a Lévy process has a transition density.

Anne Dornfeld

MPI for Mathematics in the Sciences Contact via Mail

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