A Liminf Result on Two—parameter Gaussian Process

In this paper,a liminf behavior is studied of a two-parameter Gaussian process which is a gener-alization of a two-parameter Wiener process.The results improve on the liminfs in [7].     

STATIONARY SOLUTION FOR A STOCHASTIC LIENARD EQUATION WITH MARKOVIAN SWITCHING

This paper considers a stochastic Liénard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.     

PARAMETER ESTIMATION FOR A DISCRETELY OBSERVED STOCHASTIC VOLATILITY MODEL WITH JUMPS IN THE VOLATILITY

In this paper a stochastic volatility model is considered. That is, a log price process Y which is given in terms of a volatility process V is studied. The latter is defined such that the log price possesses some of the properties empirically observed by Barndorff-Nielsen & Jiang[6]. In the model there are two sets of unknown parameters, one set corresponding to the marginal distribution of V and one to autocorrelation of V. Based on discrete time observations of the log price the authors discuss how to estimate the parameters appearing in the marginal distribution and find the asymptotic properties.     

φ^＊—值鞅测度的表示定理

本文研究了Ｌ（Φ~＊,Ψ~＊）值随机过程关于Φ~＊－值鞅测度的随机积分和Φ~＊值鞅测度的表示定理．     

平面上的单跳双增函数的结构

本研究了平面上的单跳双增函数的结构，得到了平面上的单跳双增函数图像的明确，简洁，清楚的结构。这类函数可作为取非负整数值的两参数随机过程的样本轨道。