Long-time behavior for a class of Feller processes

DOI10.1090/TRAN/6371MaRDI QIDQ2787959zbMATH OpenOpenAlexFDO

Authors Nikola Sandrić

Publication date 7 March 2016

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.2646

zbMATH Keywords

Feller processesFeller-Dynkin diffusionsLévy measurePruitt indicespseudodifferential operatorsrecurrencestable-like processestransience

Mathematics Subject Classification ID

Pseudodifferential operators as generalizations of partial differential operators (35S05) Pseudodifferential operators (47G30) Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Abstract: In this paper, as a main result, we derive a Chung-Fuchs type condition for the recurrence of Feller processes associated with pseudo-differential operators. In the L'evy process case, this condition reduces to the classical and well-known Chung-Fuchs condition. Further, we also discuss the recurrence and transience of Feller processes with respect to the dimension of the state space and Pruitt indices and the recurrence and transience of Feller-Dynkin diffusions and stable-like processes. Finally, in the one-dimensional symmetric case, we study perturbations of Feller processes which do not affect their recurrence and transience properties, and we derive sufficient conditions for their recurrence and transience in terms of the corresponding L'evy measure. In addition, some comparison conditions for recurrence and transience also in terms of the L'evy measures are obtained.

Review text

The author provides a Chung-Fuchs type condition for the recurrence of a Feller process. The recurrence-transience property is widely studied in the literature for various classes of processes (see for instance [\textit{B. Franke}, Bernoulli 12, No. 3, 551--570 (2006); correction ibid. 13, No. 2, 600 (2007; Zbl 1114.60028)]).NEWLINENEWLINE Furthermore, the recurrence and transience are studied relative to the dimension of the state space, Pruitt indices and recurrence-transience of Feller-Dynkin diffusions and stable-like processes. Also, the perturbations of symbols, which will not affect the recurrence and transience of the underlying Feller processes are studied, along with sufficient conditions for the recurrence-transience in terms of the underlying Lévy measure.

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Cited in

(11)

• Fejér processes with diminishing disturbances
• Long-time behavior of stable-like processes
• On sub-geometric ergodicity of diffusion processes
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• On transience of Lévy-type processes
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• Typical long-time behavior of ground state-transformed jump processes
• A note on the uniform ergodicity of diffusion processes
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes

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