A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type

DOI10.1007/BF01203163zbMATH Open0677.60088MaRDI QIDQ1123486FDOQ1123486

Authors: Tokuzo Shiga 

Publication date: 1990

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

Levy processLevy measurecriterion for positive recurrenceMarkov processes of Ornstein-Uhlenbeck type

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

Cites Work

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• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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• A stochastic integral in storage theory
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Cited In (26)

• Recurrence-transience criteria for storage processes and their applications
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• On transient Markov processes of Ornstein-Uhlenbeck type
• Title not available (Why is that?)
• Moments and distributions of the last exit times for a class of Markov processes
• Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise
• Recurrence Criteria for Skew Products of Symmetric Markov Processes
• Recurrence and transience of Gaussian diffusion processes
• Continuous-state branching processes with competition: duality and reflection at infinity
• Scaling limits for the block counting process and the fixation line for a class of \(\Lambda\)-coalescents
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
• An overshoot approach to recurrence and transience of Markov processes
• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
• Recurrence and transience criteria for subordinated symmetric Markov processes
• The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type
• On the recurrence of some time inhomogeneous Markov processes
• Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching
• Criteria of strong transience for operator-self-similar Markov processes
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• Criteria for ergodicity of Lévy type operators in dimension one
• Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
• Ergodicity of Lévy-type processes
• The local time of the Markov processes of Ornstein-Uhlenbeck type
• On the hitting times of continuous-state branching processes with immigration
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
• Recurrence-transience criteria for storage processes

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