The Asymptotic Behavior of the Renormalized Zero Resolvent of Lévy Processes under Regular Variation Conditions
Abstract
As an analogue to the explicit formula in the stable case, the asymptotic behavior at the origin of the renormalized zero resolvent of one-dimensional Lévy processes is studied under certain regular variation conditions on the Lévy-Khinchin exponent and the Lévy measure.
Fields of Study & Subjects
Probability and Risk Models
Nonlinear Differential Equations Analysis
Stochastic processes and financial applications
Publication details
- Journal / source
- Tokyo Journal of Mathematics
- Publisher
- Tokyo Journal of Mathematics
- Volume
- 49
- Issue
- 1
- Pages
- 161–176
- Publication date
- 1 June 2026
- Language
- EN