CMS/SMC
Canadian Mathematical Society
www.cms.math.ca
Canadian Mathematical Society
  location:  PublicationsjournalsCJM
Abstract view

Lower Escape Rate of Symmetric Jump-diffusion Processes

  Published:2015-09-15
 Printed: Feb 2016
  • Yuichi Shiozawa,
    Graduate School of Natural Science and Technology, Department of Environmental and Mathematical Sciences, Okayama University, Okayama 700-8530, Japan
Format:   LaTeX   MathJax   PDF  

Abstract

We establish an integral test on the lower escape rate of symmetric jump-diffusion processes generated by regular Dirichlet forms. Using this test, we can find the speed of particles escaping to infinity. We apply this test to symmetric jump processes of variable order. We also derive the upper and lower escape rates of time changed processes by using those of underlying processes.
Keywords: lower escape rate, Dirichlet form, Markov process, time change lower escape rate, Dirichlet form, Markov process, time change
MSC Classifications: 60G17, 31C25, 60J25 show english descriptions Sample path properties
Dirichlet spaces
Continuous-time Markov processes on general state spaces
60G17 - Sample path properties
31C25 - Dirichlet spaces
60J25 - Continuous-time Markov processes on general state spaces
 

© Canadian Mathematical Society, 2017 : https://cms.math.ca/