Jump diffusion processes

In this paper, the author study positive recurrence for a wide class of jump diffusions by using Khasminskii’s approach developed in. We show that the property of positive recurrence is independent of the choice of the bounded domain in the state space. Moreover, the author establish a sufficient condition for positive recurrence using Liapunov functions.

10p trieuroger 11-09-2018 21 0   Download