一类跳扩散过程不变测度的存在唯一性  

The Existence and Uniqueness of Invariant Measure for Jump-diffusion Processes

作　　者：吴晔[1] 

机构地区：[1]福建江夏学院电子信息科学系,福建福州350108

出　　处：《集美大学学报（自然科学版）》2013年第1期65-69,共5页Journal of Jimei University：Natural Science

基　　金：福建省教育厅基金资助项目(JA11051)

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.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.

关 键 词：跳扩散过程 不变测度 Lyapunov漂移条件 耦合 e-性质 

分 类 号：O213.2[理学—概率论与数理统计]