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On Transience of L\'evy-Type Processes (CROSBI ID 226803)

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Sandrić, Nikola On Transience of L\'evy-Type Processes // Stochastics-An International Journal of Probability and Stochastic Processes, 88 (2016), 7; 1012-1040. doi: 10.1080/17442508.2016.1178749

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

Povezanost rada

Matematika

Poveznice
Indeksiranost