| 一类跳扩散过程不变测度的存在唯一性 |
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| 引用本文： | 吴晔.一类跳扩散过程不变测度的存在唯一性[J].集美大学学报(自然科学版),2013,18(1):65-69. |
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| 作者姓名： | 吴晔 |
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| 作者单位： | 福建江夏学院电子信息科学系,福建福州,350108 |
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| 基金项目： | 福建省教育厅基金资助项目 |
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| 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.
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| 关 键 词： | 跳扩散过程 不变测度 Lyapunov漂移条件 耦合 e-性质 |
The Existence and Uniqueness of Invariant Measure for Jump-diffusion Processes |
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| WU Ye.The Existence and Uniqueness of Invariant Measure for Jump-diffusion Processes[J].the Editorial Board of Jimei University(Natural Science),2013,18(1):65-69. |
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| Authors: | WU Ye |
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| Institution: | WU Ye(School of Electronic and Information Science,Fujian Jiangxia University,Fuzhou 350108,China) |
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| 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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| Keywords: | Jump-diffusion processes invariant measure Lyapunov drift conditions coupling e - property |
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