On the conservativeness and the recurrence of symmetric jump-diffusions
Probability
2012-05-01 v1
Abstract
Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the optimality of these conditions; in particular, the situation is allowed to be that the state space is topologically disconnected but the particles can jump from a connected component to the other components.
Keywords
Cite
@article{arxiv.1204.6378,
title = {On the conservativeness and the recurrence of symmetric jump-diffusions},
author = {Jun Masamune and Toshihiro Uemura and Jian Wang},
journal= {arXiv preprint arXiv:1204.6378},
year = {2012}
}
Comments
22 pages