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
J. Masamune;T. Uemura;Jian Wang
中科院分区:
数学1区
文献类型:
--
作者:
J. Masamune;T. Uemura;Jian Wang

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利用状态空间的体积和过程的跳核给出了对称跳扩散过程是保守的和常返的充分条件。一些例子来说明这些条件的最优性,特别是,允许的情况是,状态空间是拓扑断开的,但粒子可以从一个连接的组件跳转到其他组件。
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.