On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes (CROSBI ID 220858)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Sandrić, Nikola
engleski
On Recurrence and Transience of Two-Dimensional L\'evy and L\'evy-Type Processes
In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is vacuous and the recurrence and transience of one-dimensional L\'evy-type processes have been very well investigated, in this paper we are focused on the two-dimensional case only. In particular, we study perturbations of two- dimensional L\'evy-type processes which do not affect their recurrence and transience properties, we derive sufficient conditions for their recurrence and transience in terms of the corresponding L\'evy measure and we provide some comparison conditions for the recurrence and transience also in terms of the L\'evy measures.
L\'evy measure; L\'evy process; L\'evy-type process; recurrence; symbol; transience
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
Podaci o izdanju
126 (2)
2016.
414-438
objavljeno
0304-4149
10.1016/j.spa.2015.09.006