Ergodicity of Lévy-Type Processes

DOI10.1051/ps/2016009zbMath1355.60062arXiv1603.07580OpenAlexW2964324491MaRDI QIDQ2954230

Nikola Sandrić

Publication date: 12 January 2017

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07580

zbMATH Keywords

ergodicityrecurrencetransiencepolynomial ergodicityLévy-type processstrong ergodicityexponential ergodicity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)

Related Items (6)

Likelihood theory for the graph Ornstein-Uhlenbeck process ⋮ Ergodic properties of generalized Ornstein-Uhlenbeck processes ⋮ On recurrence and transience of some Lévy-type processes in ℝ ⋮ On ergodic properties of some Lévy-type processes ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
• Ergodic property of stable-like Markov chains
• Recurrence and transience criteria for two cases of stable-like Markov chains
• An overshoot approach to recurrence and transience of Markov processes
• Subgeometric ergodicity of strong Markov processes
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• The scaling limit behaviour of periodic stable-like processes
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Criteria for ergodicity of Lévy type operators in dimension one
• Erratum to: On the existence of smooth densities for jump processes
• Basic properties of strong mixing conditions. A survey and some open questions
• Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• The Malliavin calculus for pure jump processes and applications to local time
• Uniqueness in law for pure jump Markov processes
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Correction to: Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Conservativeness and extensions of Feller semigroups
• On polynomial mixing bounds for stochastic differential equations
• Growth and Hölder conditions for the sample paths of Feller processes
• Topological conditions enabling use of Harris methods in discrete and continuous time
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• Stability for multidimensional jump-diffusion processes
• Exponential and uniform ergodicity of Markov processes
• On the existence of smooth densities for jump processes
• Long-time behavior of stable-like processes
• Transition density estimates for a class of Lévy and Lévy-type processes
• Markov processes, semigroups and generators.
• Recurrence and transience property for a class of Markov chains
• On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
• Long-time behavior for a class of Feller processes
• Some theorems on Feller processes: Transience, local times and ultracontractivity
• STRONG FELLER CONTINUITY OF FELLER PROCESSES AND SEMIGROUPS
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Markov Chains and Stochastic Stability
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Mixing Conditions for Markov Chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Wandering Out of Infinity of Diffusion Processes
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• Recurrence and transience for jump–diffusion processes
• A note on the existence of transition probability densities of Lévy processes
• Density estimate in small time for jump processes with singular Lévy measures

This page was built for publication: Ergodicity of Lévy-Type Processes