Positive Recurrence for A Class of Jump Diffusions

Tóm tắt

Abstract: This work is concerned with asymptotic properties of a class of diffusion processes with jumps. In particular, we show that the property of positive recurrence is independent of the choice of the bounded domain in the state space. A sufficient condition for positive recurrence using Liapunov functions is derived. Keywords: jump diffusion, Liapunov function, positive recurrence