On transience of Levy-type processes

被引:3
|
作者
Sandric, Nikola [1 ,2 ]
机构
[1] Tech Univ Dresden, Inst Math Stochast, Fachrichtung Math, Dresden, Germany
[2] Univ Zagreb, Dept Math, Fac Civil Engn, Zagreb, Croatia
关键词
Levy-type process; strong transience; symbol; transience; weak transience; 60J25; 60J75; 60G17; LAST EXIT TIMES; ORNSTEIN-UHLENBECK TYPE; MARKOV-PROCESSES; FELLER PROCESSES; JUMP-PROCESSES; RANDOM-WALKS; RECURRENCE; MOMENTS; EXISTENCE; CHAINS;
D O I
10.1080/17442508.2016.1178749
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called Levy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the symbol of the corresponding pseudo-differential operator) for these properties, which are sharp for Levy processes. Also, as a consequence, we discuss the weak and strong transience with respect to the dimension of the state space and Pruitt indices, thus generalizing some well-known results related to elliptic diffusion and stable Levy processes. Finally, in the case when the symbol is radial (in the co-variable) we provide conditions for the weak and strong transience in terms of the Levy measures.
引用
收藏
页码:1012 / 1040
页数:29
相关论文
共 50 条
  • [1] ON RECURRENCE AND TRANSIENCE OF SOME LEVY-TYPE PROCESSES IN R
    Knopova, Victoria
    THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2023, : 59 - 75
  • [2] On recurrence and transience of two-dimensional Levy and Levy-type processes
    Sandric, Nikola
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (02) : 414 - 438
  • [3] ERGODICITY OF LEVY-TYPE PROCESSES
    Sandric, Nikola
    ESAIM-PROBABILITY AND STATISTICS, 2016, 20 : 154 - 177
  • [4] Moments of Levy-Type Processes
    Kuehn, Franziska
    LEVY MATTERS VI: LEVY-TYPE PROCESSES: MOMENTS, CONSTRUCTION AND HEAT KERNEL ESTIMATES, 2017, 2187 : 31 - 50
  • [5] Stochastic Comparison for Levy-Type Processes
    Wang, Jie-Ming
    JOURNAL OF THEORETICAL PROBABILITY, 2013, 26 (04) : 997 - 1019
  • [6] Levy-type processes and Besov spaces
    Herren, V
    POTENTIAL ANALYSIS, 1997, 7 (03) : 689 - 704
  • [7] Censored symmetric Levy-type processes
    Wagner, Vanja
    FORUM MATHEMATICUM, 2019, 31 (06) : 1351 - 1368
  • [8] PERIODIC HOMOGENIZATION OF NONSYMMETRIC LEVY-TYPE PROCESSES
    Chen, Xin
    Chen, Zhen-Qing
    Kumagai, Takashi
    Wang, Jian
    ANNALS OF PROBABILITY, 2021, 49 (06): : 2874 - 2921
  • [9] Time change equations for Levy-type processes
    Kruehner, Paul
    Schnurr, Alexander
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128 (03) : 963 - 978
  • [10] On Ergodic Properties of Some Levy-Type Processes
    Knopova, Victoria
    Mokanu, Yana
    JOURNAL OF THEORETICAL PROBABILITY, 2024, 37 (01) : 582 - 602