Some theorems on feller processes: Transience, local times and ultracontractivity
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Contributors
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
Original language | English |
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Pages (from-to) | 3255-3286 |
Number of pages | 32 |
Journal | Transactions of the American Mathematical Society |
Volume | 365 |
Issue number | 6 |
Publication status | Published - 2013 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- (local) symmetrization, Characteristic function, Feller process, Local time, Stable-like process, Symbol, Transience, Ultracontractivity