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We give sets of fairly easy conditions under which a multidimensional diffusion with compound-Poisson jumps possesses several global-stability properties: (exponential) ergodicity, (exponential) β-mix...ing property, and also boundedness of moments. These are important to statistical inference under long-time asymptotics. The proof in this article is based on Masuda (2007), but we here demonstrate an explicit construction of a “T-chain kernel”, which enables us to deal with a broad class of finite-jump parts under smoothness of the coefficients plus pointwise nondegeneracy of the diffusion-coefficient matrix.続きを見る
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Mendeley出力
