کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527160 958716 2016 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On recurrence and transience of two-dimensional Lévy and Lévy-type processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
On recurrence and transience of two-dimensional Lévy and Lévy-type processes
چکیده انگلیسی
In this paper, we study recurrence and transience of Lévy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of Lévy-type processes in dimensions greater than two is vacuous and the recurrence and transience of one-dimensional Lévy-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 Lévy-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 Lévy measure and we provide some comparison conditions for the recurrence and transience also in terms of the Lévy measures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 126, Issue 2, February 2016, Pages 414-438
نویسندگان
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