Related papers: On ergodic properties of some Levy-type processes

We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…

In this paper we prove a Hille-Yosida type theorem for relatively uniformly continuous positive semigroups on vector lattices. We introduce the notions of relatively uniformly continuous, differentiable, and integrable functions on…

In non-equilibrium statistical physics models, the invariant measure $\mu$ of the process does not have an explicit density. In particular the adjoint $L^*$ in $L^2(\mu)$ of the generator $L$ is unknown and many classical techniques fail in…

We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also…

Let $f=(f^x\mid x\in S)$, $S\subset\mathbb{Z}^m$, be a semigroup of ergodic measure-preserving transformations of a probability space $(\Omega,\mathsf{P})$ and $h$ a real random function on $S$, such that $h(x+y,\omega)\le…

We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…

We study several sufficient conditions for the existence of a L\'evy-Khinchin decomposition of generating functionals. We show that none of these conditions are equivalent and we show that such a decomposition does not always exist.

Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…

Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…

We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

Here we give a proof of the existence of c\`{a}dl\`{a}g modification of Markov Processes (on an appropriate space) with Feller semigroup.

In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…

Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation $Au=0$ associated with the infinitesimal generator $A$ of a L\'evy process: If $u$ is a weak solution to $Au=0$ which is at most of (suitable) polynomial…

If $f$ is in the Eremenko-Lyubich class (transcendental entire functions with bounded singular set) then $\Omega= \{ z: |f(z)| > R\}$ and $f|_\Omega$ must satisfy certain simple topological conditions when $R$ is sufficiently large. A model…

We introduce the ergodic condition which assures the existence of an invariant measure for Feller processes defined on an arbitrary complete and separable metric space.

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…