On transient Markov processes of Ornstein-Uhlenbeck type

Nagoya Mathematical Journal

Volumn 149, Issue , 1998, Pages 19-32

  Yamamuro, Kouji ^a  

^a KONAN WOMEN'S UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040095681     PISSN: 00277630     EISSN: None     Source Type: Journal    
DOI: 10.1017/s002776300000653x     Document Type: Article

References (10)

1. R. M. Blumenthal and R. K. Getoor, Markov Processes and Potential Theory, Academic Press, New York, 1968.
2. R. K. Getoor, Transience and recurrence of Markov processes, Lecture Notes in Math., Springer, 784 (1980), 397-409.
3. S. C. Port, Limit theorems for transient Markov chains, J. Combinatorial Theory, 2 (1967), 107-128.
4. S. C. Port and C. J. Stone, Infinitely divisible processes and their potential theory, I, II, Ann. Inst. Fourier, 21 (1971).
5. K. Sato, Criteria of weak and strong transience for Lévy processes, Proceedings of Japan-Russia Symposium on Probability Theory and Mathematical Statistics (1995), World Scientific, 438-449.
6. K. Sato and M. Yamazato, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type, Stoch. Proc. Appl., 17 (1984), 73-100.
7. K. Sato, T. Watanabe, and M. Yamazato, Recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type, J. Math. Soc. Japan, 46 (1994), 245-265.
8. K. Sato, T. Watanabe, K. Yamamuro, and M. Yamazato, Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms, Nagoya Math. J., 141 (1996), 45-78.
9. T. Shiga, A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type, Prob. Th. Rel. Fields, 85 (1990), 425-447.
10. T. Watanabe, Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type, J. Math. Soc. Japan, 50 (1998), 155-168.