On transience of Lévy-type processes

DOI10.1080/17442508.2016.1178749MaRDI QIDQ2833713zbMATHOpenAlexFDO

Authors Nikola Sandrić

Publication date 25 November 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.03666

zbMATH Keywords

pseudo-differential operatorsstrong transienceweak transienceLévy-type processes

Mathematics Subject Classification ID

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

Abstract: In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the symbol of the corresponding pseudo-differential operator) for these properties, which are sharp for L'evy processes. Also, as a consequence, we discuss the weak and strong transience with respect to the dimension of the state space and Pruitt indices, thus generalizing some well-known results related to elliptic diffusion and stable L'evy processes. Finally, in the case when the symbol is radial (in the co-variable) we provide conditions for the weak and strong transience in terms of the L'evy measures.

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(12)

• A note on the existence of transition probability densities of Lévy processes
• The dichotomy of recurrence and transience of semi-Lévy processes
• Long-time behavior for a class of Feller processes
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes
• Criteria of strong transience for operator-self-similar Markov processes
• Some theorems on Feller processes: transience, local times and ultracontractivity
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• On recurrence and transience of some Lévy-type processes in ℝ
• Decay Estimates in Time for Classical and Anomalous Diffusion
• A transience condition for a class of one-dimensional symmetric Lévy processes
• Ergodicity of Lévy-type processes
• Strong transience for one-dimensional Markov chains with asymptotically zero drifts

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