Stability in distribution for a class of diffusions with jump
Bull. Korean Math. Soc. 1997 Vol. 34, No. 2, 287-293
Youngmee Kwon Hansung University
Abstract : We consider diffusions which are solutions of stochastic differential equations whose operator is a sum such that one component is an elliptic operator and the other one an integral one. We derive, under some conditions, that the transition probability $p(t,x,dy)$ converges as $t\rightarrow\infty$.
Keywords : diffusion, invariant probability, stable in distribution