Heat content for convolution semigroups

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Abstract: Let mathbfX=Xttgeq0 be a L'evy process in mathbbRd and Omega be an open subset of mathbbRd with finite Lebesgue measure. In this article we consider the quantity H(t)=intOmegamathbbPx(XtinOmegac)dx which is called the heat content. We study its asymptotic behaviour as t goes to zero for isotropic L'evy processes under some mild assumptions on the characteristic exponent. We also treat the class of L'evy processes with finite variation in full generality.









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