Pregled bibliografske jedinice broj: 680264
Long-time behavior for a class of Feller processes
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:
Nikola Sandrić
(autor)
Citiraj ovu publikaciju:
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