Ergodicity of Lévy-Type Processes (Q2954230)

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Language	Label	Description	Also known as
English	Ergodicity of Lévy-Type Processes	scientific article

Statements

scholarly article

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Ergodicity of Lévy-Type Processes (English)

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zbMATH Open document ID

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10.1051/ps/2016009

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Nikola Sandrić

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ESAIM: Probability and Statistics

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publication date

12 January 2017

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full work available at URL

https://arxiv.org/abs/1603.07580

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Lévy-type process

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ergodicity

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exponential ergodicity

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polynomial ergodicity

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recurrence

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strong ergodicity

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transience

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MaRDI profile type

MaRDI publication profile

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Uniqueness in law for pure jump Markov processes

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The Malliavin calculus for pure jump processes and applications to local time

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Criteria for recurrence and existence of invariant measures for multidimensional diffusions

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Correction to: Criteria for recurrence and existence of invariant measures for multidimensional diffusions

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On the functional central limit theorem and the law of the iterated logarithm for Markov processes

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An overshoot approach to recurrence and transience of Markov processes

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Basic properties of strong mixing conditions. A survey and some open questions

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Mixing Conditions for Markov Chains

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Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes

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Exponential and uniform ergodicity of Markov processes

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Subgeometric ergodicity of strong Markov processes

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The scaling limit behaviour of periodic stable-like processes

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Wandering Out of Infinity of Diffusion Processes

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Density estimate in small time for jump processes with singular Lévy measures

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Transition density estimates for a class of Lévy and Lévy-type processes

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A note on the existence of transition probability densities of Lévy processes

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Symmetric Stable Laws and Stable-Like Jump-Diffusions

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Markov processes, semigroups and generators.

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On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

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Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps

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Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps''

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Stability of Markovian processes II: continuous-time processes and sampled chains

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Markov Chains and Stochastic Stability

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Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

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On the existence of smooth densities for jump processes

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Erratum to: On the existence of smooth densities for jump processes

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Long-time behavior of stable-like processes

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Recurrence and transience property for a class of Markov chains

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Ergodic property of stable-like Markov chains

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Recurrence and transience criteria for two cases of stable-like Markov chains

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Long-time behavior for a class of Feller processes

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Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type

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Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

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Conservativeness and extensions of Feller semigroups

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Growth and Hölder conditions for the sample paths of Feller processes

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STRONG FELLER CONTINUITY OF FELLER PROCESSES AND SEMIGROUPS

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Some theorems on Feller processes: Transience, local times and ultracontractivity

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Some estimates of the transition density of a nondegenerate diffusion Markov process

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A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type

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Subgeometric Rates of Convergence of <i>f</i>-Ergodic Markov Chains

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Topological conditions enabling use of Harris methods in discrete and continuous time

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On polynomial mixing bounds for stochastic differential equations

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On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations

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Criteria for ergodicity of Lévy type operators in dimension one

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Stability for multidimensional jump-diffusion processes

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Recurrence and transience for jump–diffusion processes

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Mathematics(1 entry)

mardi Publication:2954230

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