Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type

DOI10.2969/JMSJ/05010155zbMath0911.60065OpenAlexW2066407111WikidataQ123143025 ScholiaQ123143025MaRDI QIDQ1127690

Toshiro Watanabe

Publication date: 16 May 1999

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/05010155

zbMATH Keywords

Lévy processstochastic integral

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99)

Related Items (8)

Recurrence-transience criteria for storage processes and their applications ⋮ Recurrence and transience for jump–diffusion processes ⋮ Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching ⋮ The local time of the Markov processes of Ornstein-Uhlenbeck type ⋮ On transient Markov processes of Ornstein-Uhlenbeck type ⋮ Liouville theorems for non-local operators ⋮ On the boundary behavior of multi-type continuous-state branching processes with immigration ⋮ Recurrence-transience criteria for storage processes

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