Lévy过程驱动的金融混沌模型的稳定性研究

Stability of Financial Chaos Model Driven by Lévy Process

该文主要研究Lévy过程驱动的金融混沌模型的稳定性.通过利用概率测度、转移概率性质、非高斯理论、鞅不等式等相关知识,证明了解的存在唯一性、解的P阶有界性、解的一致H9lder连续性,从而进一步证明了Lévy过程驱动的金融混沌模型的渐近稳定性.

Th is paper mainly studies the stabi l ity of financial chaos model driven by Levy process. By using the knowledge of probability, transfer probability, non-Gaussian theory, martingale inequality and so on？we will prove the existence and uniqueness of the solution^the /solution, the consistent Holder continuity of the solution, and prove the asymptotic stability of finan-cial chaos model driven by Levy process.