Conservation property of symmetric jump-diffusion processes

Yuichi Shiozawa

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

We establish a conservativeness criterion for symmetric jump-diffusion processes generated by regular Dirichlet forms. Using this criterion, we characterize the conservation property in terms of the volume growth of the underlying measure and the growth of the canonical coefficients.

Original languageEnglish
Pages (from-to)519-548
Number of pages30
JournalForum Mathematicum
Volume27
Issue number1
DOIs
Publication statusPublished - Jan 1 2015

Fingerprint

Jump-diffusion Process
Conservation
Volume Growth
Conservativeness
Dirichlet Form
Coefficient

Keywords

  • Conservativeness
  • Dirichlet form
  • Jump-diffusion process

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

Cite this

Conservation property of symmetric jump-diffusion processes. / Shiozawa, Yuichi.

In: Forum Mathematicum, Vol. 27, No. 1, 01.01.2015, p. 519-548.

Research output: Contribution to journalArticle

Shiozawa, Yuichi. / Conservation property of symmetric jump-diffusion processes. In: Forum Mathematicum. 2015 ; Vol. 27, No. 1. pp. 519-548.
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