ESCAPE RATE OF SYMMETRIC JUMP-DIFFUSION PROCESSES

作者:Shiozawa Yuichi*
来源:Transactions of the American Mathematical Society, 2016, 368(11): 7645-7680.
DOI:10.1090/tran6681

摘要

We study the escape rate of symmetric jump-diffusion processes generated by regular Dirichlet forms. We derive an upper bound of the escape rate by using the volume growth of the underlying measure and the growth of the canonical coefficient. Our result allows the (sub-)exponential volume growth and the unboundedness of the canonical coefficient.

  • 出版日期2016-11