On Transience of Lévy-Type Processes

Nikola Sandrić

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arXiv · 1604.03666

On Transience of Lévy-Type Processes

Nikola Sandrić

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Abstract

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called Lévy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the symbol of the corresponding pseudo-differential operator) for these properties, which are sharp for Lévy processes. Also, as a consequence, we discuss the weak and strong transience with respect to the dimension of the state space and Pruitt indices, thus generalizing some well-known results related to elliptic diffusion and stable Lévy processes. Finally, in the case when the symbol is radial (in the co-variable) we provide conditions for the weak and strong transience in terms of the Lévy measures.

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BibTeX RIS

Nikola Sandrić. 2016-04-13. On Transience of Lévy-Type Processes. https://arxiv.org/abs/1604.03666

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