A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type

DOI10.1007/BF01203163zbMath0677.60088MaRDI QIDQ1123486

Tokuzo Shiga

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Levy processLevy measurecriterion for positive recurrenceMarkov processes of Ornstein-Uhlenbeck type

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60)

Related Items (16)

Recurrence-transience criteria for storage processes and their applications ⋮ Continuous-state branching processes with competition: duality and reflection at infinity ⋮ The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type ⋮ Ergodicity of Lévy-Type Processes ⋮ Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching ⋮ The local time of the Markov processes of Ornstein-Uhlenbeck type ⋮ Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms ⋮ Recurrence and transience of Gaussian diffusion processes ⋮ Criteria for ergodicity of Lévy type operators in dimension one ⋮ Moments and distributions of the last exit times for a class of Markov processes ⋮ Scaling limits for the block counting process and the fixation line of a class of $\Lambda$-coalescents ⋮ On transient Markov processes of Ornstein-Uhlenbeck type ⋮ On the hitting times of continuous-state branching processes with immigration ⋮ Recurrence-transience criteria for storage processes ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise ⋮ Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes

Cites Work

• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• A stochastic integral in storage theory
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