Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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Stability in distribution for a class of diffusions with jump

  • Published : 1997.05.01
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Abstract

(t); t \geq 0} on R^1$ satisfying the following stochastic differential equation.

Keywords

References

  1. Ann. Probab. v.20 Stability in distribution for a class of singular diffusions G.K. Basak;R.N. Bhattacharya
  2. Ann. Probab. v.6 Criteria for recurrence and existence of invariant probability measure for multidimensional diffusions R. N. Bhattacharya
  3. Stochastic processes with Applications R. N. Bhattacharya;E. C.Waymire
  4. Stochastic Differential Equations I. I. Ghimann;A. V. Skorohod
  5. Theor. Probab. Appl. v.5 Ergodic properties of recurrent diffusion processes and stabilization of the solution o the Cauchy problem for parabolic equations R. Z. Has’minskii
  6. Studies in the theory of random processes A. V. Skorohod