摘要：In this paper, we study the long-term behavior of a class of stochastic non-ferrous metal prices with jumps. Suppose that X ( t ) is a stochastic model for some metal price with Poisson jumps. For a suitable μ ≥ 1 , we prove that t − μ ∫ 0 t X ( s ) d s converges almost surely as t → ∞ . Finally, the model is applied to forecast the behavior of a two-factor affine model. MSC:60H15, 86A05, 34D35.
