论文标题

在无限过程的无穷大的入口处,没有负面跳跃

On the entrance at infinity of Feller processes with no negative jumps

论文作者

Foucart, Clément, Li, Pei-Sen, Zhou, Xiaowen

论文摘要

考虑没有负跳跃的非爆炸性积极的谋生过程。本说明中显示的是,当无穷大是入口边界时,从某种意义上说,当初始值倾向于无穷大时,该过程的入口时间保持有限,该过程允许在压实状态空间$ [0,\ infty] $上延长flenter。此外,从Infinity始于$ [0,\ infty] $的扩展过程,瞬间留下了无限,并保持有限,几乎是如此。论点是根据O. Kallenberg提供的扩散的证据来调整的。我们还表明,当$ x $进入无限时,该过程从$ x $弱收敛于Skorokhod空间中的无限。

Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times of the process remain bounded when the initial value tends to infinity, the process admits a Feller extension on the compactified state space $[0,\infty]$. Moreover, when started from infinity, the extended Markov process on $[0,\infty]$ leaves infinity instantaneously and stays finite, almost-surely. Arguments are adapted from a proof given by O. Kallenberg for diffusions. We also show that the process started from $x$ converges weakly towards that started from infinity in the Skorokhod space, when $x$ goes to infinity.

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