On the conservativeness and the recurrence of symmetric jump-diffusions
On the conservativeness and the recurrence of symmetric jump-diffusions
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DOI:
10.1016/j.jfa.2012.09.014
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发表时间:
2012-04
影响因子:
1.7
通讯作者:
J. Masamune;T. Uemura;Jian Wang
中科院分区:
文献类型:
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作者:
J. Masamune;T. Uemura;Jian Wang
Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the optimality of these conditions; in particular, the situation is allowed to be that the state space is topologically disconnected but the particles can jump from a connected component to the other components.