• 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