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Pregled bibliografske jedinice broj: 680264

Long-time behavior for a class of Feller processes


Sandrić, Nikola
Long-time behavior for a class of Feller processes // Transactions of the American Mathematical Society, 368 (2016), 3; 1871-1910 doi:10.1090/tran/6371 (međunarodna recenzija, članak, znanstveni)


CROSBI ID: 680264 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Long-time behavior for a class of Feller processes

Autori
Sandrić, Nikola

Izvornik
Transactions of the American Mathematical Society (0002-9947) 368 (2016), 3; 1871-1910

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Feller process; Feller-Dynkin diffusion; L\'evy measure; Pruitt indices; recurrence; stable-like process; symbol; transience

Sažetak
In this paper, as a main result, we derive a Chung-Fuchs type condition for the recurrence of Feller processes associated with pseudo- differential operators. In the L\'evy process case, this condition reduces to the classical and well-known Chung-Fuchs condition. Further, we also discuss the recurrence and transience of Feller processes with respect to the dimension of the state space and Pruitt indices and the recurrence and transience of Feller- Dynkin diffusions and stable-like processes. Finally, in the one- dimensional symmetric case, we study perturbations of Feller processes which do not affect their recurrence and transience properties, and we derive sufficient conditions for their recurrence and transience in terms of the corresponding L\'evy measure. In addition, some comparison conditions for recurrence and transience also in terms of the L\'evy measures are obtained.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)

Ustanove:
Građevinski fakultet, Zagreb

Profili:

Avatar Url Nikola Sandrić (autor)

Poveznice na cjeloviti tekst rada:

Pristup cjelovitom tekstu rada doi www.ams.org

Citiraj ovu publikaciju:

Sandrić, Nikola
Long-time behavior for a class of Feller processes // Transactions of the American Mathematical Society, 368 (2016), 3; 1871-1910 doi:10.1090/tran/6371 (međunarodna recenzija, članak, znanstveni)
Sandrić, N. (2016) Long-time behavior for a class of Feller processes. Transactions of the American Mathematical Society, 368 (3), 1871-1910 doi:10.1090/tran/6371.
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {1871-1910}, DOI = {10.1090/tran/6371}, keywords = {Feller process, Feller-Dynkin diffusion, L\'evy measure, Pruitt indices, recurrence, stable-like process, symbol, transience}, journal = {Transactions of the American Mathematical Society}, doi = {10.1090/tran/6371}, volume = {368}, number = {3}, issn = {0002-9947}, title = {Long-time behavior for a class of Feller processes}, keyword = {Feller process, Feller-Dynkin diffusion, L\'evy measure, Pruitt indices, recurrence, stable-like process, symbol, transience} }
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {1871-1910}, DOI = {10.1090/tran/6371}, keywords = {Feller process, Feller-Dynkin diffusion, L\'evy measure, Pruitt indices, recurrence, stable-like process, symbol, transience}, journal = {Transactions of the American Mathematical Society}, doi = {10.1090/tran/6371}, volume = {368}, number = {3}, issn = {0002-9947}, title = {Long-time behavior for a class of Feller processes}, keyword = {Feller process, Feller-Dynkin diffusion, L\'evy measure, Pruitt indices, recurrence, stable-like process, symbol, transience} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus


Uključenost u ostale bibliografske baze podataka::


  • MathSciNet


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