On stability of diffusions with compound-Poisson jumps
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Publication:2844152
zbMATH Open1270.60088MaRDI QIDQ2844152FDOQ2844152
Authors: Hiroki Masuda 
Publication date: 28 August 2013
Published in: Bulletin of Informatics and Cybernetics (Search for Journal in Brave)
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exponential ergodicityboundedness of momentsdiffusion with compound-Poisson jumpsexponential \(\beta\)-mixing property
Cited In (11)
- On the asymptotic properties of Bayes-type estimators with general loss functions
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
- Efficient drift parameter estimation for ergodic solutions of backward SDEs
- Stability for multidimensional jump-diffusion processes
- Regularity of semigroups generated by Lévy type operators via coupling
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation
- Large deviation limits of invariant measures
- Estimating functions for jump-diffusions
- Title not available (Why is that?)
- Quasi-likelihood analysis for the stochastic differential equation with jumps
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
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