Stochastic resetting is a rapidly developing topic in the field of stochastic
processes and their applications. It denotes the occasional reset of a
diffusing particle to its starting point and effects, inter alia, optimal
first-passage times to a target. Recently the concept of partial resetting,
in which the particle is reset to a given fraction of the current value
of the process, has been established and the associated search behaviour
analysed. Here we go one step further and we develop a general technique to
determine the time-dependent probability density function (PDF) for Markov
processes with partial resetting. We obtain an exact representation of the
PDF in the case of general symmetric L{'e}vy flights with stable index
$0<\alpha\le2$. For Cauchy and Brownian motions (i.e., $\alpha=1,2$), this
PDF can be expressed in terms of elementary functions in position
space. We also determine the stationary PDF. Our numerical analysis of the
PDF demonstrates intricate crossover behaviours as function of time.