Some theorems on Feller processes: Transience, local times and ultracontractivity

Author:

Schilling René,Wang Jian

Abstract

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for Lévy processes. The proof uses a local symmetrization technique and a uniform upper bound for the characteristic function of a Feller process. As a by-product, we obtain for stable-like processes (in the sense of R. Bass) on R d \mathbb {R}^d with smooth variable index α ( x ) ( 0 , 2 ) \alpha (x)\in (0,2) a transience criterion in terms of the exponent α ( x ) \alpha (x) ; if d = 1 d=1 and inf x R α ( x ) ( 1 , 2 ) \inf _{x\in \mathbb {R}} \alpha (x)\in (1,2) , then the stable-like process has local times.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference39 articles.

1. Uniqueness in law for pure jump Markov processes;Bass, R. F.;Probab. Theory Related Fields,1988

2. Occupation time densities for stable-like processes and other pure jump Markov processes;Bass, Richard F.;Stochastic Process. Appl.,1988

3. Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 87;Berg, Christian,1975

4. Local times and sample function properties of stationary Gaussian processes;Berman, Simeon M.;Trans. Amer. Math. Soc.,1969

5. Cambridge Tracts in Mathematics;Bertoin, Jean,1996

Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. General Law of iterated logarithm for Markov processes: Liminf laws;Transactions of the American Mathematical Society, Series B;2023-11-16

2. On recurrence and transience of some Lévy-type processes in ℝ;Theory of Probability and Mathematical Statistics;2023-05-02

3. From Markov processes to semimartingales;Probability Surveys;2023-01-01

4. Schrödinger equations with smooth measure potential and general measure data;Nonlinear Analysis;2022-05

5. Sobolev regularity of occupation measures and paths, variability and compositions;Electronic Journal of Probability;2022-01-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3