[1]吴晔.一类跳扩散过程不变测度的存在唯一性吴晔[J].集美大学学报(自然科学版),2013,18(1):65-69.
WU Ye.The Existence and Uniqueness of Invariant Measure for Jump - diffusion Processes[J].Journal of Jimei University,2013,18(1):65-69.
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一类跳扩散过程不变测度的存在唯一性吴晔(PDF)
WU Ye.The Existence and Uniqueness of Invariant Measure for Jump - diffusion Processes[J].Journal of Jimei University,2013,18(1):65-69.
《集美大学学报（自然科学版）》[ISSN:1007-7405/CN:35-1186/N]
- 卷:
- 第18卷
- 期数:
- 2013年第1期
- 页码:
- 65-69
- 栏目:
- 数理科学与信息工程
- 出版日期:
- 2013-01-25
文章信息/Info
- Title:
- The Existence and Uniqueness of Invariant Measure for Jump - diffusion Processes
- 作者:
- 吴晔
- (福建江夏学院电子信息科学系,福建 福州 350108 )
- Author(s):
- WU Ye
- (School of Electronic and Information Science,Fujian Jiangxia University,Fuzhou 350108, China)
- 关键词:
- 跳扩散过程; 不变测度; Lyapunov漂移条件; 耦合; e-性质
- Keywords:
- Jump-diffusion processes; invariant measure; Lyapunov drift conditions; coupling; e-property
- 分类号:
- -
- DOI:
- -
- 文献标志码:
- -
- 摘要:
- 给出一类跳扩散过程不变测度的存在性与唯一性，其中不变测度存在性的证明依据马氏过程的Lyapunov漂移条件与马氏半群的Feller连续性，而不变测度唯一性则利用耦合技巧与马氏半群的e-性质来得到
- Abstract:
- The existence and the uniqueness of invariant measure for Jump -diffusion processes were studied.The existence of invariant measure was derived by applying the Lyapunov drift conditions for Markov processes and the Feller property of Markov semigroups;while the uniqueness of the invariant measure was based on the coupling property and the e property of Markov semigroups
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更新日期/Last Update:
2014-06-28