Volume 20, 2016
|Page(s)||154 - 177|
|Published online||14 July 2016|
Ergodicity of Lévy-Type Processes∗
1 Institut für Mathematische Stochastik, Fachrichtung
Mathematik, Technische Universität Dresden, 01062 Dresden, Germany.
2 Department of Mathematics, Faculty of Civil Engineering, University of Zagreb, 10000 Zagreb, Croatia.
Revised: 4 March 2016
Accepted: 23 March 2016
In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the corresponding infinitesimal generator. As a consequence, mixing properties of these processes are also discussed.
Mathematics Subject Classification: 60J25 / 60J75 / 60G17
Key words: Ergodicity / exponential ergodicity / Lévy-type process / polynomial ergodicity / recurrence / strong ergodicity / transience
© EDP Sciences, SMAI 2016
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