Some Theorems on Feller Processes: Transience, Local Times and Ultracontractivity
Probability
2011-08-17 v1
Abstract
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a local symmetrization technique and a uniform upper bound for the characteristic function of a Feller process. As a byproduct, we obtain for stable-like processes (in the sense of R.\ Bass) on with smooth variable index a transience criterion in terms of the exponent ; if and , then the stable-like process has local times.
Keywords
Cite
@article{arxiv.1108.3246,
title = {Some Theorems on Feller Processes: Transience, Local Times and Ultracontractivity},
author = {René L. Schilling and Jian Wang},
journal= {arXiv preprint arXiv:1108.3246},
year = {2011}
}
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34 pages