On the conservativeness and the recurrence of symmetric jump-diffusions

Jun Masamune; Toshihiro Uemura; Jian Wang

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arXiv · 1204.6378

On the conservativeness and the recurrence of symmetric jump-diffusions

Jun Masamune·Toshihiro Uemura·Jian Wang

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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.

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Jun Masamune, Toshihiro Uemura, Jian Wang. 2012-04-28. On the conservativeness and the recurrence of symmetric jump-diffusions. https://arxiv.org/abs/1204.6378

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