It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jirina processes with immigration under suitable moments conditions.
基金Supported in part by National Natural Science Foundation of China (Grant No. 10771070)
文摘It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jirina processes with immigration under suitable moments conditions.
