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| 引用本文： | 谢颖超. �����������״̬���η��صij������[J]. 应用概率统计, 2006, 22(1): 89-101 |
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| 作者姓名： | 谢颖超 |
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| 作者单位： | ??????????????, ????, 710061 |
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| 摘 要： | 本文给出非齐次马氏链状态无限次返回的充分条件, 在此条件下, 以概率1给出了非齐次 马氏链转移概率的强大数定律
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| 关 键 词： | ?????? ?????? ????????? |
| 收稿时间： | 2005-04-22 |
| 修稿时间： | 2005-04-22 |
On the Estimation of Smooth Densities for Poisson Functionals |
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| XIE YINGCHAO. On the Estimation of Smooth Densities for Poisson Functionals[J]. Chinese Journal of Applied Probability and Statisties, 2006, 22(1): 89-101 |
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| Authors: | XIE YINGCHAO |
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| Affiliation: | Department of Mathematics, Xuzhou Normal University, Xuzhou, 221116 |
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| Abstract: | In this paper, we use Malliavin calculus to show that the laws of Poisson functional and the solution of stochastic differential equation driven a compensated Poisson measure admit smooth densities and to give estimations for these densities under some non-degeneracy assumptions. |
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| Keywords: | Estimation of smooth densities Malliavin calculus Poisson functional stochastic differential equation with jumps. |
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