| 局部李氏与局部线性增长条件下的带跳扩散过程的依全变差稳定性 |
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| 引用本文： | 毛炳蔚,王昕,王福伟.局部李氏与局部线性增长条件下的带跳扩散过程的依全变差稳定性[J].佳木斯大学学报,2008,26(2):276-278. |
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| 作者姓名： | 毛炳蔚 王昕 王福伟 |
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| 作者单位： | 燕山大学理学院 河北秦皇岛066004(毛炳蔚，王昕)，燕山大学信息与科学工程学院 河北秦皇岛066004(王福伟) |
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| 摘 要： | 用耦合的方法并结合Foster-Lyapunov漂移条件考察了一类扩散系数和漂移系数满足局部Lipscitz条件与线性增长条件下的带跳扩散过程的依全变差稳定性.类似于席福宝(2005)构造了过程的一个耦合算子,并验证了其耦合的成功性.借助Feller连续性及Foster-Lyapunov漂移条件证明了不变测度的存在性.基于席(2005)建立了这类过程在一些条件下的依全变差稳定性.
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| 关 键 词： | 耦合 Feller连续性 不变测度 全变差 稳定性 |
| 文章编号： | 1008-1402(2008)02-0276-03 |
| 修稿时间： | 2008年1月11日 |
Stability in Total Variation of Jump-Diffusion Processes with Local Lipscitz and Local Linear Growth Conditions |
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| MAO Bing-wei,WANG Xin,WANG Fu-wei.Stability in Total Variation of Jump-Diffusion Processes with Local Lipscitz and Local Linear Growth Conditions[J].Journal of Jiamusi University(Natural Science Edition),2008,26(2):276-278. |
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| Authors: | MAO Bing-wei WANG Xin WANG Fu-wei |
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| Abstract: | In this paper by the method of coupling and Foster-Lyapunov drift condition,the stability in total variation norm of the jump-diffusion process with its diffusion coefficient and drift coefficient satisfying local Lipscitz and local linear growth is studied.A coupling of the processes is constructed and its success is proved.With Feller continuity and Foster-Lyapunov drift condition the invariant probability measure is then proved to exist.Stability in total variation for this kind of process is established under some conditions. |
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| Keywords: | coupling Feller continuity invariant measure total variation stability |
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