English

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 Rd\R^d with smooth variable index α(x)(0,2)\alpha(x)\in(0,2) a transience criterion in terms of the exponent α(x)\alpha(x); if d=1d=1 and infxRα(x)(1,2)\inf_{x\in\R} \alpha(x)\in (1,2), 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