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On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes (CROSBI ID 220858)

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Sandrić, Nikola On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes // Stochastic processes and their applications, 126 (2016), 2; 414-438. doi: 10.1016/j.spa.2015.09.006

Podaci o odgovornosti

Sandrić, Nikola

engleski

On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes

In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is vacuous and the recurrence and transience of one-dimensional L\'evy-type processes have been very well investigated, in this paper we are focused on the two-dimensional case only. In particular, we study perturbations of two- dimensional L\'evy-type processes which do not affect their recurrence and transience properties, we derive sufficient conditions for their recurrence and transience in terms of the corresponding L\'evy measure and we provide some comparison conditions for the recurrence and transience also in terms of the L\'evy measures.

L\'evy measure; L\'evy process; L\'evy-type process; recurrence; symbol; transience

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Podaci o izdanju

126 (2)

2016.

414-438

objavljeno

0304-4149

10.1016/j.spa.2015.09.006

Povezanost rada

Matematika

Poveznice
Indeksiranost