Escape rate of symmetric jump-diffusion processes

Yuichi Shiozawa

    Research output: Contribution to journalArticlepeer-review

    2 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)7645-7680
    Number of pages36
    JournalTransactions of the American Mathematical Society
    Volume368
    Issue number11
    DOIs
    Publication statusPublished - 2016

    ASJC Scopus subject areas

    • General Mathematics
    • Applied Mathematics

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