On Transience of L\'evy-Type Processes (CROSBI ID 226803)
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Podaci o odgovornosti
Sandrić, Nikola
engleski
On Transience of L\'evy-Type Processes
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.
L\'evy-type process ; strong transience ; symbol ; transience ; weak transience
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Podaci o izdanju
88 (7)
2016.
1012-1040
objavljeno
1744-2508
10.1080/17442508.2016.1178749