Open Access
January 2024 Long time behavior of jump-diffusion processes on Riemannian manifolds
Hirotaka Kai
Author Affiliations +
Osaka J. Math. 61(1): 25-52 (January 2024).

Abstract

In this paper, we will show that if the sectional curvature of a Hadamard manifold $M$ is pinched by two negative constants, then $M$-valued jump-diffusion process $\{X_t;0\leq t\lt e\}$ satisfying suitable conditions on the Lévy measure is irreducible, transient and conservative. In order to show such properties of paths, we need the upper and lower estimates of the radial part of the jump-diffusion process.

Funding Statement

This work is supported by JST SPRING, Grant Number JPMJSP2139.

Acknowledgments

I would like to thank Professor Atsushi Takeuchi of Tokyo Woman's Christian University for his helpful discussion and encouragement. Professor Masamichi Yoshida of Osaka Metropolitan University gave me his support and important remarks on my research. I would also like to express my sincere gratitude to him. Professor Kazuhiro Kuwae of Fukuoka University gave very useful advice on this paper and introduced the relevant topics in terms of Dirichlet forms. I would like to express my gratitude to him as well.

Citation

Download Citation

Hirotaka Kai. "Long time behavior of jump-diffusion processes on Riemannian manifolds." Osaka J. Math. 61 (1) 25 - 52, January 2024.

Information

Received: 30 May 2022; Revised: 24 October 2022; Published: January 2024
First available in Project Euclid: 12 January 2024

Subjects:
Primary: 58J65 , 60G51 , 60H10 , 60H30 , 60J25 , 60J76

Rights: Copyright © 2024 Osaka University and Osaka Metropolitan University, Departments of Mathematics

Vol.61 • No. 1 • January 2024
Back to Top