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In the present paper we study the limit distributions of one-dimensional diffusion pro-cesses under non-local boundary conditions.We obtain the existence conditions for thenon-trivial stationary distributions,get their concrete formulas in all cases according toboundary classification,and give the results of some probability explanations.One-dimen-sional diffusion processes,which provide a simple mathematical model for studying ir-reversible steady systems,show that the basic characteristic of an irreversible stationarystate is the occurrence of the probability current,i.e.the circulation phenomenon. 相似文献
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In the present paper we study the limit distributions of one-dimensional diffusion processes under non-local boundary conditions. We obtain the existence conditions for the non-trivial stationary distributions, get their concrete formulas in all cases according to boundary classification, and give the results of some probability explanations. One-dimensional diffusion processes, which provide a simple mathematical model for studying irreversible steady systems, show that the basic characteristic of an irreversible stationary state is the occurrence of the probability current, i. e. the circulation phenomenon. 相似文献
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一维扩散过程是由微分算符所导出的马氏过程,其中a(x)>0,c(x)≤0,a(x)、b(x)连续可微,c(x)连续。龚光鲁、钱敏[1]第四章得到了在局部边界条件下由Ω导出的马氏过程可逆的充要条件,并找出了全部可逆过程。本文研究在局部边界条件下由Ω导出的定态过程。结果表明,在局部边 相似文献