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Fredholm and Sturm--Liouville Type Characterizations of the Limit Measure for the Kac Killing Penalization for Lévy Processes
Kohki Iba
Source abstract
We study the Kac killing penalization for a one-dimensional recurrent Lévy process. We prove that the limit process possesses two equivalent characterizations by a Fredholm equation and by a Sturm--Liouville equation.
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