论文标题

关于某些征税型工艺的厄尔及性属性

On ergodic properties of some Levy-type processes

论文作者

Knopova, Victoria, Mokanu, Yana

论文摘要

在本说明中,我们证明了一些征收型过程的充分条件,因此在测试功能上,各自的半群的发电机是$$的形式 lf(x)= a(x)f'(x) + \ int _ {\ mathbb {r}}} {\ left(f(x + u)-f(x) - \ nabla f(x)\ cdot u \ cdot u \ cdot u \ mathbb {i} _} c _ {\ infty}^{2}(\ mathbb {r})。 $$这里$ν(x,du)$是levy-type内核,$ a(\ cdot):\ mathbb {r} \ to \ mathbb {r} $。当尾巴是多项式衰减以及衰减是指(sub) - 指数时的情况时,我们会考虑这种情况。为了证明,使用寄养裂解方法。

In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form $$ Lf(x) = a(x)f'(x) + \int_{\mathbb{R}}{ \left( f(x+u)-f(x)- \nabla f(x)\cdot u \mathbb{I}_{|u|\leq 1} \right) ν(x,du)}, \quad f\in C_{\infty}^{2}(\mathbb{R}). $$ Here $ν(x,du)$ is a Levy-type kernel and $a(\cdot): \mathbb{R}\to \mathbb{R}$. We consider the case when the tails are of polynomial decay as well as the case when the decay is (sub)-exponential. For the proof the Foster-Lyapunov approach is used.

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