Title of article
Criteria for ergodicity of Lévy type operators in dimension one
Author/Authors
Wang، نويسنده , , Jian، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
20
From page
1909
To page
1928
Abstract
Some sufficient conditions for the recurrence, the positive recurrence and the exponential ergodicity of one-dimensional Lévy type operators are presented. The conditions are classified according to different conditions on the ranges and integrability of the Lévy measure, based on the drift inequalities for the extended generator, and on a comparison with diffusion operators. A number of examples are illustrated, including the fractional Laplacian operator and the Ornstein–Uhlenbeck type operator.
Keywords
Ergodicity , Drift inequalities , Fractional Laplacian operator , Lévy type generator , Extended generator
Journal title
Stochastic Processes and their Applications
Serial Year
2008
Journal title
Stochastic Processes and their Applications
Record number
1578026
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