一类扩散过程的依分布稳定性

Stability in Distribution for a Class of Diffusion Processes

  • 摘要: 研究由ITO^型随机微分方程决定的一类扩散过程的稳定性.利用耦合方法得出与文献1不同的依分布稳定的条件,再将依分布稳定性推广到依分布一致稳定性,并得出其成立的条件.

     

    Abstract: Coupling method is used to study the stability of a class of diffusions satisfying some kind of stochastic differential equations. A criterion about stability in distribution is presented, which is better than what has been proposed by G. Basak. The criterion has been extended to uniform stability in distribution.

     

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