Long-time behavior of stable-like processes

preprint2012arXivOpen access

Abstract

In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol p(x,ξ)=−iβ(x)ξ+γ(x)∣ξ∣α(x),p(x,ξ)=-iβ(x)ξ+γ(x)|ξ|^{α(x)}, where α(x)∈(0,2)α(x)\in(0,2), β(x)∈Rβ(x)\in\R and γ(x)∈(0,∞)γ(x)\in(0,\infty). More precisely, we give sufficient conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function α(x)α(x), the drift function β(x)β(x) and the scaling function γ(x)γ(x). Further, as a special case of these results we give a new proof for the recurrence and transience property of one-dimensional symmetric stable Lévy processes with the index of stability α≠1.α\neq1.

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