Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms

DOI10.1017/S0027763000005523zbMath0938.60039MaRDI QIDQ4882773

Toshiro Watanabe, Kouji Yamamuro, Makoto Yamazato, Ken-iti Sato

Publication date: 5 January 2000

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processrecurrencetransienceLevy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Related Items (7)

Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching ⋮ On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes ⋮ Moments and distributions of the last exit times for a class of Markov processes ⋮ On transient Markov processes of Ornstein-Uhlenbeck type ⋮ Liouville theorems for non-local operators

Cites Work

• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type

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