A. We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density. Sharp estimates are provided if additional upper scaling condition on the Laplace exponent is imposed.

We study translation-invariant integrodifferential operators that generate Lévy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula for distributional solutions. Second, we study the question under which assumptions distributional solutions are twice differentiable in the classical sense. Sufficient conditions and counterexamples are provided.

We prove the existence and asymptotic behaviour of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density. Sharp estimates are provided if an additional upper scaling condition on the Laplace exponent is imposed. In particular, we cover the case when the (minus) second derivative of the Laplace exponent is a function regularly varying at infinity with regularity index bigger than $-2$ .

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral conditionTo this end, we first prove and then apply the global scale invariant Harnack inequality. Results are obtained under certain conditions on the characteristic exponent. We provide a wide class of Lévy processes which satisfy these assumptions.