共查询到20条相似文献,搜索用时 31 毫秒
1.
Oto Strauch 《Monatshefte für Mathematik》1995,120(2):153-164
It is shown that the following three limits
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2.
M. A. Spiryaev 《Mathematical Notes》2012,91(1-2):259-271
For a homogeneous diffusion process (X t ) t?0, we consider problems related to the distribution of the stopping times $\begin{gathered} \gamma _{\max } = \inf \{ t \geqslant 0:\mathop {\sup }\limits_{s \leqslant t} X_s - X_t \geqslant H\} ,\gamma _{\min } = \inf \{ t \geqslant 0:X_t - \mathop {\inf }\limits_{s \leqslant t} X_s \geqslant H\} , \hfill \\ \kappa _0 = \inf \{ t \geqslant 0:\mathop {\sup }\limits_{s \leqslant t} X_s - \mathop {\inf }\limits_{s \leqslant t} X_s \geqslant H\} . \hfill \\ \end{gathered} $ . The results obtained are used to construct an inductive procedure allowing us to find the distribution of the increments of the process X between two adjacent kagi and renko instants of time. 相似文献
3.
Let u = (u
n
) be a sequence of real numbers whose generator sequence is Cesàro summable to a finite number. We prove that (u
n
) is slowly oscillating if the sequence of Cesàro means of (ω
n
(m−1)(u)) is increasing and the following two conditions are hold:
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