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| POLYNOMIAL RECURRENCE FOR LEVY PROCESSES |
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Citation： |
ZHAO Minzhi,YING Jiangang.POLYNOMIAL RECURRENCE FOR LEVY PROCESSES[J].Chinese Annals of Mathematics B,2004,25(2):165~174 |
| Page view： 1184
Net amount： 809 |
Authors： |
ZHAO Minzhi; YING Jiangang |
Foundation： |
Project supported by the National Natural Science Foundation of China (No.10271109). |
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| Abstract： |
In this paper, the authors study the $w$-transience and
$w$-recurrence for Levy processes with any weight function $w$,
give a relation between $w$-recurrence and the last exit times. As
a special case, the polynomial recurrence and polynomial
transience are also studied. |
Keywords： |
Polynomial recurrence, Polynomial transience, Levy process |
Classification： |
60G51 |
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