کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155569 958746 2013 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Long-time behavior of stable-like processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Long-time behavior of stable-like processes
چکیده انگلیسی

In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol p(x,ξ)=−iβ(x)ξ+γ(x)|ξ|α(x)p(x,ξ)=−iβ(x)ξ+γ(x)|ξ|α(x), where α(x)∈(0,2)α(x)∈(0,2), β(x)∈Rβ(x)∈R and γ(x)∈(0,∞)γ(x)∈(0,∞). More precisely, we give sufficient conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function α(x)α(x), the drift function β(x)β(x) and the scaling function γ(x)γ(x). Further, as a special case of these results we give a new proof for the recurrence and transience property of one-dimensional symmetric stable Lévy processes with the index of stability α≠1α≠1.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 4, April 2013, Pages 1276–1300
نویسندگان
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