Recurrence and transience of Gaussian diffusion processes

DOI10.2996/kmj/1138039220zbMath0744.60094OpenAlexW2070346227MaRDI QIDQ1173896

Jian-Jy Liou

Publication date: 25 June 1992

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138039220

zbMATH Keywords

Brownian motionrecurrencetransienceJordan decompositionGaussian diffusions

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

Excessive measures for linear diffusions

Cites Work

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• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Some global properties of symmetric diffusion processes
• A cumulative hierarchy of predicates

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