We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
On stochastic completeness of jump processes.
- Authors
Grigor'yan, Alexander; Huang, Xueping; Masamune, Jun
- Abstract
We prove the following sufficient condition for stochastic completeness of symmetric jump processes on metric measure spaces: if the volume of the metric balls grows at most exponentially with radius and if the distance function is adapted in a certain sense to the jump kernel then the process is stochastically complete. We use this theorem to prove the following criterion for stochastic completeness of a continuous time random walk on a graph with a counting measure: if the volume growth with respect to the graph distance is at most cubic then the random walk is stochastically complete, where the cubic volume growth is sharp.
- Subjects
STOCHASTIC analysis; RANDOM walks; JUMP processes; KERNEL functions; STOCHASTIC processes
- Publication
Mathematische Zeitschrift, 2012, Vol 271, Issue 3/4, p1211
- ISSN
0025-5874
- Publication type
Article
- DOI
10.1007/s00209-011-0911-x