Stability in distribution and volume nullification of levy flow
作者:
Gopal K. Basak,
D. Kannan,
Hong Zang,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 2
页码: 151-186
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809470
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We continue our study, Basak and Kannan [3], of Hasminskii's almost sure stability in large of one-dimensional nonsingular diffusions, extending it now to the volurne nullification property of a ddimensional Levy flow (singular or nonsingular). The proof in [3] is extended to account for the jump nature of a Levy process. We first show the stability in distribution. Some moment estimates of the Jacobian matrix of The Levy flow are the technical results established next. These are used to prove the volume- and covolume-nullification properties of the Levy flow. We recover the main stability results in [1], [2], and [3] as special cases
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