Lower Escape Rate of Symmetric Jump-diffusion Processes
Canadian journal of mathematics, Tome 68 (2016) no. 1, pp. 129-149
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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.
Mots-clés :
60G17, 31C25, 60J25, lower escape rate, Dirichlet form, Markov process, time change
Shiozawa, Yuichi. Lower Escape Rate of Symmetric Jump-diffusion Processes. Canadian journal of mathematics, Tome 68 (2016) no. 1, pp. 129-149. doi: 10.4153/CJM-2015-014-x
@article{10_4153_CJM_2015_014_x,
author = {Shiozawa, Yuichi},
title = {Lower {Escape} {Rate} of {Symmetric} {Jump-diffusion} {Processes}},
journal = {Canadian journal of mathematics},
pages = {129--149},
year = {2016},
volume = {68},
number = {1},
doi = {10.4153/CJM-2015-014-x},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-2015-014-x/}
}
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