English

Long-time behavior of stable-like processes

Probability 2012-12-12 v1

Abstract

In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol p(x,ξ)=iβ(x)ξ+γ(x)ξα(x),p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)}, where α(x)(0,2)\alpha(x)\in(0,2), β(x)R\beta(x)\in\R and γ(x)(0,)\gamma(x)\in(0,\infty). More precisely, we give sufficient conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function α(x)\alpha(x), the drift function β(x)\beta(x) and the scaling function γ(x)\gamma(x). Further, as a special case of these results we give a new proof for the recurrence and transience property of one-dimensional symmetric stable L\'{e}vy processes with the index of stability α1.\alpha\neq1.

Keywords

Cite

@article{arxiv.1212.2325,
  title  = {Long-time behavior of stable-like processes},
  author = {Nikola Sandrić},
  journal= {arXiv preprint arXiv:1212.2325},
  year   = {2012}
}

Comments

To appear in: Stochastic Processes and their Applications

R2 v1 2026-06-21T22:52:07.676Z