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Pregled bibliografske jedinice broj: 774806

On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes

Sandrić, Nikola
On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes // Stochastic processes and their applications, 126 (2016), 2; 414-438 doi:10.1016/j.spa.2015.09.006 (međunarodna recenzija, članak, znanstveni)

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Naslov
On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes

Autori
Sandrić, Nikola

Izvornik
Stochastic processes and their applications (0304-4149) 126 (2016), 2; 414-438

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

Ključne riječi
L\'evy measure; L\'evy process; L\'evy-type process; recurrence; symbol; transience

Sažetak
In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is vacuous and the recurrence and transience of one-dimensional L\'evy-type processes have been very well investigated, in this paper we are focused on the two-dimensional case only. In particular, we study perturbations of two- dimensional L\'evy-type processes which do not affect their recurrence and transience properties, we derive sufficient conditions for their recurrence and transience in terms of the corresponding L\'evy measure and we provide some comparison conditions for the recurrence and transience also in terms of the L\'evy measures.

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.sciencedirect.com dx.doi.org

Citiraj ovu publikaciju:

Sandrić, Nikola
On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes // Stochastic processes and their applications, 126 (2016), 2; 414-438 doi:10.1016/j.spa.2015.09.006 (međunarodna recenzija, članak, znanstveni)
Sandrić, N. (2016) On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes. Stochastic processes and their applications, 126 (2), 414-438 doi:10.1016/j.spa.2015.09.006.
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {414-438}, DOI = {10.1016/j.spa.2015.09.006}, keywords = {L\'evy measure, L\'evy process, L\'evy-type process, recurrence, symbol, transience}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2015.09.006}, volume = {126}, number = {2}, issn = {0304-4149}, title = {On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes}, keyword = {L\'evy measure, L\'evy process, L\'evy-type process, recurrence, symbol, transience} }
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {414-438}, DOI = {10.1016/j.spa.2015.09.006}, keywords = {L\'evy measure, L\'evy process, L\'evy-type process, recurrence, symbol, transience}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2015.09.006}, volume = {126}, number = {2}, issn = {0304-4149}, title = {On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes}, keyword = {L\'evy measure, L\'evy process, L\'evy-type process, recurrence, 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

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