Long-time behavior of stable-like processes (Q1939339): Difference between revisions

A stable-like process is a Feller process with symbol \[ p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)}, \] where the stability function \(\alpha:\mathbb R\to(0,2)\), the drift function \(\beta:\mathbb R\to\mathbb R\) and the scaling function \(\gamma:\mathbb R\to(0,\infty)\) are continuously differentiable functions with bounded derivatives. If \(\gamma\) is bounded away from zero and \(\alpha\) is bounded away from both zero and two, it is known due to \textit{R. F. Bass} [Probab. Theory Relat. Fields 79, No. 2, 271--287 (1988; Zbl 0664.60080)] and \textit{R. L. Schilling} and \textit{J. Wang} [Trans. Am. Math. Soc. 365, No. 6, 3255--3286 (2013; Zbl 1282.60070)] that uniqueness in law holds. The author gives sufficient conditions for recurrence, transience and ergodicity properties of stable-like processes as limiting conditions for \(|x|\to\infty\) in terms of the functions \(\alpha,\beta\) and \(\gamma\). The main tool for the proofs are Foster-Lyapunov criteria developed by \textit{S. P. Meyn} and \textit{R. L. Tweedie} [Adv. Appl. Probab. 25, No. 3, 518--548 (1993; Zbl 0781.60053)]. In case \(\alpha,\beta,\gamma\) are constant functions the stable-like process is a symmetric stable Lévy process with possible drift. As a consequence of his results, the author provides a new proof of the well-known recurrence and transience criterion for stable Lévy processes in the case \(\alpha\not=1\).