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On the recurrence of some time inhomogeneous Markov processes

  • Yoichi Oshima
Published/Copyright: March 2, 2009
Forum Mathematicum
From the journal Volume 10 Issue 1

Abstract

We introduce the notions of weak and strong sense recurrence of time inhomogeneous Markov processes and give general criteria for them. These notions of recurrence are invariant under certain time changes but the Dirichlet forms are not stable under time changes in general. We shall apply the general criterion for the strong recurrence to time inhomogeneous diffusion processes obtained by certain drift transformations of recurrent diffusion processes as well as the processes obtained by time change of Brownian motions.


(Communicated by Masatoshi Fukushima)


Received: 1996-06-26
Revised: 1997-03-17
Published Online: 2009-03-02
Published in Print: 1998-01-20

© Walter de Gruyter

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