Convolution type form of the Ito representation of the infinitesimal   generator for Levy processes
  In the present paper we show that the Ito representation of the infinitesimal generator $L$ for Levy processes can be written in a convolution type form. Using the obtained convolution form and the theory of integral equations with difference kernels we study the properties of Levy processes. 
Lev Sakhnovich
math.CA math.ST stat.TH