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 where , and . More precisely, we give sufficient conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function , the drift function and the scaling function . 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
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