OU型Markov过程常返性判别的一个充分条件

A SUFFICIENT CONDITION ON THE RECURRENCE OF OU TYPE MARKOV PROCESSES

研究ＯＵ型Ｍａｒｋｏｖ过程的常返、暂留性．给出了判断ＯＵ型Ｍａｒｋｏｖ过程常返的一个简单实用的充分条件，说明了Ｌｅｖｙ过程Ａｔ的暂留性不能必然地导致由它生成的ＯＵ型Ｍａｒｋｏｖ过程的暂留性．

The authors give a sufficient condition on the recurrences of OU type Markov processes, and find that the transience of the Levy process does not certainly imply the transience of the corresponding OU type Markov process.