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LONG-TIME BEHAVIOR FOR A CLASS OF FELLER PROCESSES.

Authors :
SANDRIĆ, NIKOLA
Source :
Transactions of the American Mathematical Society; Mar2016, Vol. 365 Issue 3, p1871-1910, 40p
Publication Year :
2016

Abstract

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 Lévy 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 Lévy measure. In addition, some comparison conditions for recurrence and transience also in terms of the Lévy measures are obtained. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00029947
Volume :
365
Issue :
3
Database :
Complementary Index
Journal :
Transactions of the American Mathematical Society
Publication Type :
Academic Journal
Accession number :
112385352
Full Text :
https://doi.org/10.1090/tran/6371