On ergodic properties of some Lévy-type processes

DOI10.1007/S10959-023-01252-XMaRDI QIDQ6204795zbMATH OpenOpenAlexFDO

Authors V. Knopova, Yana Mokanu

Publication date 2 April 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2208.12056

zbMATH Keywords

ergodicityLyapunov functionFoster-Lyapunov criteriaLévy-type process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Pseudodifferential operators as generalizations of partial differential operators (35S05)

Abstract: In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form ${\displaystyle }$ Lf(x) = a(x)f'(x) + int_{mathbb{R}}{ left( f(x+u)-f(x)-

abla f(x)cdot u mathbb{I}_{|u|leq 1} ight)

u(x,du)}, quad fin C_{infty}^{2}(mathbb{R}). ${\displaystyle }$ Here $u(x,du)$ is a Levy-type kernel and $a(cdot):mathbbRomathbbR$. We consider the case when the tails are of polynomial decay as well as the case when the decay is (sub)-exponential. For the proof the Foster-Lyapunov approach is used.

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Cited in

(1)

• Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise

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