Abstract
We establish an integral test on the lower escape rate of symmetric jump-diffusion processes generated by regular Dirichlet forms. Using this test, we can find the speed of particles escaping to infinity. We apply this test to symmetric jump processes of variable order. We also derive the upper and lower escape rates of time-changed processes by using those of underlying processes.
| Original language | English |
|---|---|
| Pages (from-to) | 129-149 |
| Number of pages | 21 |
| Journal | Canadian Journal of Mathematics |
| Volume | 68 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Feb 2016 |
Keywords
- Dirichlet form
- Lower escape rate
- Markov process
- Time change
ASJC Scopus subject areas
- Mathematics(all)