Naslov
On Transience of L\'evy-Type Processes

Autori
Sandrić, Nikola

Izvornik
Stochastics-An International Journal of Probability and Stochastic Processes (1744-2508) 88 (2016), 7; 1012-1040

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

Ključne riječi
L\'evy-type process ; strong transience ; symbol ; transience ; weak transience

Sažetak
In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-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 L\'evy 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 L\'evy 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 L\'evy measures.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA