On the conservativeness and the recurrence of symmetric jump-diffusions

Jun Masamune, Toshihiro Uemura, Jian Wang

Research output: Contribution to journalArticlepeer-review

20 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)3984-4008
Number of pages25
JournalJournal of Functional Analysis
Volume263
Issue number12
DOIs
Publication statusPublished - 2012 Dec 15

Keywords

  • Conservation property
  • Integral-derivation property
  • Jump process
  • Recurrence
  • Regular Dirichlet form

ASJC Scopus subject areas

  • Analysis

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