Polynomial recurrence for Levy processes

被引：3

作者：

Zhao, MZ ^{[1
]}

Ying, JG ^{[1
]}

机构：

[1] Fudan Univ, Inst Math, Shanghai 200433, Peoples R China

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 2004年 / 25卷 / 02期

关键词：

polynomial recurrence; polynomial transience; Levy process;

D O I：

10.1142/S0252959904000172

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the authors study the omega-transience and omega-recurrence for Levy processes with any weight function omega, give a relation between omega-recurrence and the last exit times. As a special case, the polynomial recurrence and polynomial transience are also studied.

引用

页码：165 / 174

页数：10

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