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
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