带跳扩散过程的依全变差稳定性
Stability in Total Variation of Diffusion Processes with Jumps
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摘要: 用耦合的方法考察了李氏和线性增长条件下的带跳扩散过程的依全变差稳定性.借助积分变换定理构造了过程的一个耦合算子,利用ITO^公式证得所构造耦合的成功性.借助文献2的结论证明不变概率测度的存在性.基于耦合不等式‖P(t,x,·)-π(·)‖var≤2∫π(dy)P(x,y)(T<t)建立了带跳扩散过程在一些条件下的依全变差稳定性.Abstract: Studies the stability in total variation norm of the diffusion process with jumps under conditions of Lipschitz and linear growth by the method of coupling. Using the theory of integral transformation a coupling of the processes is constructed. By the IT O^ formula the successful coupling is proved. The invariant probability measure is then proved to exist. The coupling inequality stability in total variation for this kind of processes is established under some conditions.
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