On kernel estimations and invariant measures of stochastic jump-diffusions

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	On kernel estimations and invariant measures of stochastic jump-diffusions
	Li, CW ; Dong, Z
	2003-02-01
发表期刊	DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS
ISSN	1201-3390
卷号	10 期号:1-3 页码:373-387
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.
关键词	jump-diffusion heat-kernel bound Lyapunov function invariant measure ergodicity
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000180506100033
出版者	WATAM PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18843
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.