Let X be a Levy process with L´evy measure´ m. Prove that if A and B are disjoint closed sets, then for each x, where B − y = {z − y : z ∈ B}. This is the Levy system formula ´ in the case of Levy ´...

Let X be a Levy process with L´evy measure´ m. Prove that if A and B are disjoint closed sets, then

for each x, where B − y = {z − y : z ∈ B}. This is the Levy system formula ´ in the case of Levy ´ processes. There is an analogous formula for Hunt processes.