REN Ji-dong, XI Fu-bao. Stability in Distribution for a Class of Diffusion ProcessesJ. Transactions of Beijing institute of Technology, 2002, (5): 540-543.
Citation: REN Ji-dong, XI Fu-bao. Stability in Distribution for a Class of Diffusion ProcessesJ. Transactions of Beijing institute of Technology, 2002, (5): 540-543.

Stability in Distribution for a Class of Diffusion Processes

  • 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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