Bulletin of the
Korean Mathematical Society BKMS

We consider diffusions which are solutions of stochastic differential equations whose operator is a sum such that one component is an elliptic operator and the other one an integral one. We derive, under some conditions, that the transition probability $p(t,x,dy)$ converges as $t\rightarrow\infty$.

Keywords: diffusion, invariant probability, stable in distribution

MSC numbers: Primary 60J60, 60J65, 60G44, Secondary 60K25, 58G32