Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type

DOI10.2969/jmsj/04620245zbMath0815.60071OpenAlexW2021394591MaRDI QIDQ1342811

Ken-iti Sato, Makoto Yamazato, Toshiro Watanabe

Publication date: 15 January 1995

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/04620245

zbMATH Keywords

criterion of recurrence and transiencespatially homogeneous Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (13)

Recurrence and transience for jump–diffusion processes ⋮ Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions ⋮ 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 ⋮ Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms ⋮ Moments and distributions of the last exit times for a class of Markov processes ⋮ On transient Markov processes of Ornstein-Uhlenbeck type ⋮ Liouville theorems for non-local operators ⋮ Multivariate stochastic delay differential equations and CAR representations of CARMA processes ⋮ Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling ⋮ On non-stationary solutions to MSDDEs: representations and the cointegration space ⋮ On nonnegative solutions of SDDEs with an application to CARMA processes

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