The paper on Levy processes with stochastic resetting derives asymptotic formulas for transition densities, but these results appear to rely on moment conditions that exclude the most heavy-tailed Levy processes, specifically those whose jump distributions have infinite first moment such as stable processes with stability index below one. The open problem is to characterize whether a coherent asymptotic theory for transition densities can be developed in this regime, and if so, what qualitatively different behavior emerges compared to the finite-mean case. This matters because many empirical applications in finance and physics involve precisely these ultra-heavy-tailed processes where resetting competes with very large infrequent jumps in a non-trivial way.