Long-time behavior of stable-like processes

Abstract

In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol p(x,ξ)=−iβ(x)ξ+γ(x)|ξ|α(x), where α(x)∈(0,2), β(x)∈R and γ(x)∈(0,∞). More precisely, we give sufficient conditions for recurrence, transience and ergodicity of stable-like processes in terms of the stability function α(x), the drift function β(x) and the scaling function γ(x). Further, as a special case of these results we give a new proof for the recurrence and transience property of one-dimensional symmetric stable Lévy processes with the index of stability α≠1.