We consider special one-dimensional Markov processes, namely, asymmetric jump Lévy processes, which have values in a given interval and reflect from the boundary points. We show that in this case, in addition to the standard semigroup of operators generated by the Markov process, there also appears the family of “boundary” random operators that send functions defined on the boundary of the interval to elements of the space L2 on the entire interval. This study is a continuation of our paper [Theory Probab. Appl., 64 (2019), 335–354], where a similar problem was solved for symmetric reflecting Lévy processes.

Original languageEnglish
Pages (from-to)17-27
Number of pages11
JournalTheory of Probability and its Applications
Volume67
Issue number1
DOIs
StatePublished - 2022

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • initial-boundary problems, limit theorems, local time, random processes

ID: 96490697