Nikola Sandrić

Recurrence and transience property for a class of Markov chains

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel

Recurrence and Transience Criteria for Two Cases of Stable-Like Markov Chains

p(x, dy)=f_x(y-x)dy

On Transience of L evy-Type Processes

, where the density functions

Markov Chain Approximation of Pure Jump Processes

f_x(y)

Long-time behavior of stable-like processes

, for large

Long-time behavior for a class of Feller processes

|y|

Ergodic property of stable-like Markov chains

, have a power-law decay with exponent

Ergodicity of L evy-Type Processes

\alpha(x)+1

Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

, where

On recurrence and transience of two-dimensional Lévy and Lévy-type processes

\alpha(x)\in(0, 2)