|
|||||
|
|
| ��������ַ��̵�ƫ���ʽ | |
| 引用本文： | 吴晔. ��������ַ��̵�ƫ���ʽ[J]. 应用概率统计, 2013, 29(1): 75-86 |
| 作者姓名： | 吴晔 |
| 作者单位： | ????????????????????? |
| 摘 要： | 利用鞅方法,我们给出跳扩散过程的偏差不等式,推广了之前关于纯Lévy跳过程在类Cramér条件下的结论,同时我们的方法对于Lévy测度不具有指数矩的情形也是适用的. |
| 关 键 词： | 偏差不等式 跳扩散过程 Lipschitz性质 |
Deviation Inequalities for Stochastic Differential Equations with Jumps |
|
| Wu Ye. Deviation Inequalities for Stochastic Differential Equations with Jumps[J]. Chinese Journal of Applied Probability and Statisties, 2013, 29(1): 75-86 | |
| Authors: | Wu Ye |
| Affiliation: | Department of Electronic Information Science, Fujian Jiang Xia University |
| Abstract: | By adopting the martingale technique, we derive deviation inequalities for Lipschitz functions of general jump-diffusion processes. Our results extend related works for pure jump processes under 's like assumption, while our approach is considerably efficient for the situation that measure does not have finite exponential moments. |
| Keywords: | Deviation inequalities jump-diffusion processes Lipschitz property |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |
| 点击此处可从《应用概率统计》浏览原始摘要信息 | |
| 点击此处可从《应用概率统计》下载全文 | |