Treffer: Recurrence and transience for jump-diffusion processes
Title:
Recurrence and transience for jump-diffusion processes
Authors:
Source:
Stochastic analysis and applications. 18(6):1055-1064
Publisher Information:
Philadelphia, PA: Taylor & Francis, 2000.
Publication Year:
2000
Physical Description:
print, 8 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Processus stochastiques, Stochastic processes, Processus de markov, Markov processes, Condition suffisante, Sufficient condition, Condición suficiente, Fonction Lyapunov, Lyapunov function, Función Lyapunov, Modèle n dimensions, Multidimensional model, Modelo n dimensiones, Mouvement brownien, Brownian motion, Movimiento browniano, Phénomène transitoire, Transients, Fenómeno transitorio, Processus diffusion, Diffusion process, Proceso difusión, Processus saut, Jump process, Proceso salto, Récurrence, Recurrence, Recurrencia, Convergence uniform, Uniform convergrnce, Mesure Poisson, Poisson measure
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, Korea University, Seoul, 136-701, Korea, Republic of
ISSN:
0736-2994
Rights:
Copyright 2001 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.800707
Database:
PASCAL Archive
Weitere Informationen
The purpose of this work is to obtain sufficient conditions for transience and recurrence of multidimensional jump-diffusion processes, which are driven by Brownian motion and Poisson random measure. The approach adopted here is to construct appropriate Lyapounov functions.