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.
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机译：在本文中，我们研究了一类具有跳跃性的随机有色金属价格的长期行为。假设X（t）是带有Poisson跳跃的某些金属价格的随机模型。对于合适的μ≥1，我们证明t？当t→∞时，μ∫0 t X（s）d s几乎肯定收敛。最后，将该模型应用于预测两因素仿射模型的行为。 MSC：60H15、86A05、34D35。
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