Talk
On a ratio limit theorem for Levy processes
- Rene Schilling (TU Dresden, Germany)
Abstract
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.
