Abstract
The purpose of this work is to obtain sufficient conditions for transience and recurrence of multidimensional jump-diffusion processes, which are driven by Brownian motion and Poisson random measure. The approach adopted here is to construct appropriate Lyapounov functions.
Original language | English |
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Pages (from-to) | 1055-1064 |
Number of pages | 10 |
Journal | Stochastic Analysis and Applications |
Volume | 18 |
Issue number | 6 |
DOIs | |
Publication status | Published - 2000 |
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics