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Lower Escape Rate of Symmetric Jump-diffusion Processes

Published online by Cambridge University Press:  20 November 2018

Yuichi Shiozawa
Yuichi Shiozawa*
Affiliation:
Graduate School of Natural Science and Technology, Department of Environmental and Mathematical Sciences, Okayama University, Okayama 700-8530, Japan e-mail: shiozawa@ems.okayama-u.ac.jp
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Abstract

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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.

Keywords

60G1731C2560J25lower escape rateDirichlet formMarkov processtime change
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 68 , Issue 1 , 01 February 2016 , pp. 129 - 149
Copyright
Copyright © Canadian Mathematical Society 2016

References

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