113 research outputs found

    Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms

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    Let EE be a locally compact separable metric space and mm be a positive Radon measure on it. Given a nonnegative function kk defined on E×EE\times E off the diagonal whose anti-symmetric part is assumed to be less singular than the symmetric part, we construct an associated regular lower bounded semi-Dirichlet form η\eta on L2(E;m)L^2(E;m) producing a Hunt process X0X^0 on EE whose jump behaviours are governed by kk. For an arbitrary open subset DED\subset E, we also construct a Hunt process XD,0X^{D,0} on DD in an analogous manner. When DD is relatively compact, we show that XD,0X^{D,0} is censored in the sense that it admits no killing inside DD and killed only when the path approaches to the boundary. When EE is a dd-dimensional Euclidean space and mm is the Lebesgue measure, a typical example of X0X^0 is the stable-like process that will be also identified with the solution of a martingale problem up to an η\eta-polar set of starting points. Approachability to the boundary D\partial D in finite time of its censored process XD,0X^{D,0} on a bounded open subset DD will be examined in terms of the polarity of D\partial D for the symmetric stable processes with indices that bound the variable exponent α(x)\alpha(x).Comment: Published in at http://dx.doi.org/10.1214/10-AOP633 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    On the conservativeness and the recurrence of symmetric jump-diffusions

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    Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the optimality of these conditions; in particular, the situation is allowed to be that the state space is topologically disconnected but the particles can jump from a connected component to the other components.Comment: 22 page

    ON MULTIDIMENSIONAL DIFFUSION PROCESSES WITH JUMPS

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    A remark on non-local operators with variable order

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    Perturbation approach to the Feller property for non-local operators (Stochastic Analysis of Jump Processes and Related Topics)

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    SIGLEAvailable from British Library Document Supply Centre- DSC:DXN054819 / BLDSC - British Library Document Supply CentreGBUnited Kingdo
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