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

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

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 Lev́y 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 ℝd with smooth variable index α(x) ∈ (0, 2) a transience criterion in terms of the exponent α(x); if d =1 and infx∈ℝα(x) ∈ (1, 2), then the stable-like process has local times.

Details

OriginalspracheEnglisch
Seiten (von - bis)3255-3286
Seitenumfang32
FachzeitschriftTransactions of the American Mathematical Society
Jahrgang365
Ausgabenummer6
PublikationsstatusVeröffentlicht - 2013
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • (local) symmetrization, Characteristic function, Feller process, Local time, Stable-like process, Symbol, Transience, Ultracontractivity