Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type

DOI10.2969/JMSJ/05010155zbMATH Open0911.60065OpenAlexW2066407111WikidataQ123143025 ScholiaQ123143025MaRDI QIDQ1127690FDOQ1127690

Toshiro Watanabe

Publication date: 16 May 1999

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/05010155

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]stochastic integral

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99)

Cited In (11)

• Recurrence-transience criteria for storage processes and their applications
• On transient Markov processes of Ornstein-Uhlenbeck type
• Title not available (Why is that?)
• Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching
• On the boundary behavior of multi-type continuous-state branching processes with immigration
• Recurrence and transience for jump–diffusion processes
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Liouville theorems for non-local operators
• The local time of the Markov processes of Ornstein-Uhlenbeck type
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
• Recurrence-transience criteria for storage processes

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