کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156389 958826 2008 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Criteria for ergodicity of Lévy type operators in dimension one
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Criteria for ergodicity of Lévy type operators in dimension one
چکیده انگلیسی

Some sufficient conditions for the recurrence, the positive recurrence and the exponential ergodicity of one-dimensional Lévy type operators are presented. The conditions are classified according to different conditions on the ranges and integrability of the Lévy measure, based on the drift inequalities for the extended generator, and on a comparison with diffusion operators. A number of examples are illustrated, including the fractional Laplacian operator and the Ornstein–Uhlenbeck type operator.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 10, October 2008, Pages 1909–1928
نویسندگان
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