Stability in distribution and volume nullification of Levy flow

被引:4
作者
Basak, GK
Kannan, D
Zhang, H
机构
[1] HONG KONG UNIV SCI & TECHNOL,DEPT MATH,KOWLOON,HONG KONG
[2] UNIV GEORGIA,DEPT MATH,ATHENS,GA 30602
关键词
D O I
10.1080/07362999708809470
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We continue our study, Basak and Kannan [3], of Hasminskii's almost sure stability in large of one-dimensional nonsingular diffusions; extending it now to the volume nullification property of a d-dimensional Levy flow (singular or nonsingular). The proof in [3] is extended to account for the jump nature of a Levy process. We first show the stability in distribution. Some moment estimates of the Jacobian matrix of the Levy flow are the technical results established next. These are used to prove the volume- and covolume-nullification properties of the Levy how. We recover the main stability results in [1], [2], and [3] as special cases.
引用
收藏
页码:151 / 186
页数:36
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