Seminar series
Date
Mon, 01 Nov 2004
15:45
15:45
Location
DH 3rd floor SR
Speaker
Professor Dong Zhao
Organisation
Academy of Mathematics and Systems Science, Beijing
Under the nondegenerate condition as in the diffusion case, we show
that the linear stochastic jump diffusion process projected on the
unite sphere has an uni que invariant probabolity measure. The
Lyapunov exponentcan be represented as an integral over the
sphere. These results were extended to the degenerated and Levy jump
cases.