Recurrence and transience of Gaussian diffusion processes

DOI10.2996/KMJ/1138039220MaRDI QIDQ1173896zbMATH OpenOpenAlexFDO

Authors Jian-Jy Liou

Publication date 25 June 1992

Published in Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2996/kmj/1138039220

zbMATH Keywords

Jordan decompositionBrownian motionrecurrencetransienceGaussian diffusions

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• A cumulative hierarchy of predicates
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Some global properties of symmetric diffusion processes

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(12)

• A mini-max variational formula giving necessary and sufficient conditions for recurrence or transience of multidimensional diffusion processes
• Recurrent perturbations of certain transient radially symmetric diffusions
• Recurrence of multi-dimensional diffusion processes in Brownian environments
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• scientific article; zbMATH DE number 3858124 (Why is no real title available?)
• scientific article; zbMATH DE number 721873 (Why is no real title available?)
• Recurrence of a diffusion process in a multidimensional Brownian environment
• Recurrence and transience of diffusions in a half-space
• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Gaussian and non-Gaussian behaviour of diffusion processes
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