Ergodicity of Lévy-Type Processes

2016/03/24 by Sandrić, Nikola · 1 citation
#60G17 #60J25 #60J75 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1603.07580

Abstract

In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the corresponding infinitesimal generator. As a consequence, mixing properties of these processes are also discussed.

Cited by

• On ergodic property of some Lévy-type processes in ℝ^d

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