On kernel estimations and invariant measures of stochastic jump-diffusions
文献类型：期刊论文
| 作者 | Li, CW; Dong, Z
|
| 刊名 | DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS
 |
| 出版日期 | 2003-02-01 |
| 卷号 | 10期号:1-3页码:373-387 |
| 关键词 | jump-diffusion heat-kernel bound Lyapunov function invariant measure ergodicity |
| ISSN号 | 1201-3390 |
| 英文摘要 | Under certain assumptions on the jumps, we give both the lower and upper heat-kernel bounds for the stochastic jump-diffusion processes with the diffusion part in the divergence form. We also study the existence of invariant probability measures of stochastic jump-diffusions on R-d and they have relations to those of the corresponding diffusions. In addition the ergodic property of invariant probability measure is investigated by use of the heat-kernel bound. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000180506100033 |
| 出版者 | WATAM PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18842]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Li, CW |
| 作者单位 | 1.City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China 2.Acad Sinica, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Li, CW,Dong, Z. On kernel estimations and invariant measures of stochastic jump-diffusions[J]. DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS,2003,10(1-3):373-387. |
| APA | Li, CW,&Dong, Z.(2003).On kernel estimations and invariant measures of stochastic jump-diffusions.DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS,10(1-3),373-387. |
| MLA | Li, CW,et al."On kernel estimations and invariant measures of stochastic jump-diffusions".DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS 10.1-3(2003):373-387. |
入库方式： OAI收割
来源：数学与系统科学研究院
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