共查询到18条相似文献,搜索用时 125 毫秒
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郭军义 《数学年刊A辑(中文版)》2000,(6)
本文研究一类分形结构上超布朗运动的存在性.通过对特殊分形上布朗运动的转移密度的分析以及对一类微分方程解的存在性证明,得出了相应的超布朗运动的存在性. 相似文献
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本文研究一类分形结构上超布朗运动的存在性.通过对特殊分形上布朗运动的转移密度的分析以及对一类微分方程解的存在性证明,得出了相应的超布朗运动的存在性. 相似文献
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超布朗运动的灭绝时的分布 总被引:1,自引:0,他引:1
李存行 《数学年刊A辑(中文版)》1995,(5)
本文研究了超布朗运动的局部灭绝时的概率分布,并且得到了一类发展方程的解的一个性质。 相似文献
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针对定解区域是无界区域的Dirichlet外问题,提出了一种新的有效的概率数值方法,它是从解的随机表达式出发,将无界区域上的问题转化成区域边界上的问题.此时,只要在边界上进行剖分,将问题离散化,然后在无界区域外的有界区域内构作一个辅助球,并且利用布朗运动、漂移布朗运动从球外一点出发,首中球面的位置和时间的分布等,就可以获得Dirichlet外问题的数值解. 相似文献
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本文研究了分支特征为 ψ( x,λ) =γ( x) λ1 β( 0 <β≤ 1 )的超布朗运动 ,给出了这类超过程关于球内及球外区域的击中概率 相似文献
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本文给出了由两个不同的分数布朗运动组成的重分数布朗运动的Strassen型泛函重对数律和局部Strassen型泛函重对数律.我们的结果也适用于由两个布朗运动组成的重布朗运动及由一个分数布朗运动和一个布朗运动组成的重过程.最后将上述结果推广到n重分数布朗运动中.推广了已有文献的相应结果. 相似文献
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设D为R^d(d≥3)内的无界区域,本文以超布朗运动为工具证明了下述边值问题{Δu=ku^α在D内,u=f在δD上,解的存在性和唯一性。 相似文献
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Summary. A super-Brownian motion in with “hyperbolic” branching rate , is constructed, which symbolically could be described by the formal stochastic equation (with a space-time white noise ). Starting at
this superprocess will never hit the catalytic center: There is an increasing sequence of Brownian stopping times strictly smaller than the hitting time of such that with probability one Dynkin's stopped measures vanish except for finitely many
Received: 27 November 1995 / In revised form: 24 July 1996 相似文献
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KaiNan Xiang 《中国科学 数学(英文版)》2013,56(11):2335-2351
We illustrate a metric geometry viewpoint for large deviation principles by analyzing the proof of a long-standing conjecture on an explicit Schilder-type theorem for super-Brownian motions given by the authors recently, and by understanding sample path large deviations for Fleming-Viot processes. 相似文献
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Jean-Stéphane Dhersin Jean-François Le Gall 《Probability Theory and Related Fields》1997,108(1):103-129
We prove a Wiener-type criterion for super-Brownian motion and the Brownian snake.If F is a Borel subset of ℝ
d
and x ∈ ℝ
d
, we provide a necessary and sufficientcondition for super-Brownian motion started at δ
x
to immediately hit the set F. Equivalently, this condition is necessary and sufficient for the hitting time of F by theBrownian snake with initial point x to be 0. A key ingredient of the proof isan estimate showing that the hitting probability of F is comparable, up to multiplicative constants,to the relevant capacity of F. This estimate, which is of independent interest, refines previous results due to Perkins and Dynkin. An important role is
played by additivefunctionals of the Brownian snake, which are investigated here via the potentialtheory of symmetric Markov
processes. As a direct application of our probabilisticresults, we obtain a necessary and sufficient condition for the existence
in a domain D of a positivesolution of the equation Δ; u = u
2
which explodes at a given point of ∂ D.
Received: 5 January 1996 / In revised form: 30 October 1996 相似文献
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《Stochastic Processes and their Applications》2002,102(2):221-233
Fleischmann and Mueller (Probab. Theory Related Fields 107 (1997) 325) constructed a super-Brownian motion in R1 with a locally infinite branching rate function, and they showed that this super-Brownian motion has a strong killing property in the critical case. In this paper, we first construct, via a limiting procedure, a super-Brownian motion which is equivalent to the super-Brownian motion with a locally infinite branching. From this construction, one can easily see the connection between the superprocess and a killed Brownian motion. Next, by taking advantage of the new construction, we give a new proof of the strong killing property of the process. 相似文献
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L. Overbeck 《Probability Theory and Related Fields》1994,100(4):429-437
Summary The pathwise construction of additiveH-transforms of the super-Brownian motion is carried out as a modification of Le Gall's construction of superprocesses. It provides then the explicit conditioning of the super-Brownian motion on its exit behaviour at its Martin boundary, which yields an additiveH-transforms of the super-Brownian motion. The condition turns out to be that the space-time point of death of the super-Brownian motion converges in the Martin topology of the Brownian motion.Supported by an EC-Individual-Fellowship under Contract No. ERBCHBICT930682 and the SFB 256 of the University of Bonn, Germany 相似文献
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Continuous super-Brownian motions in two and more dimensions are known to have singular measure states. However, by weakening the branching mechanism in an irregular way they can be forced to have absolutely continuous states. The sufficient conditions we impose are identified in a couple of examples with irregularities in only one coordinate. This includes the case of branching restricted to some densely situated ensemble of hyperplanes.Supported by an NSERC Grant. 相似文献
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郭军义 《数学物理学报(B辑英文版)》1997,(2)
1SomeNotationsLetB(t)betheBrownianmotionontheSierpinskigasket.ThisprocesswasfirstconstructedbyM.T.BallotandE.A.Perkins[2],sowewillsdoptthenotationstherein.Forpurposeofsyste~izationsomeboortantnotationswillbereviewedbriefly.LetaO=(0,0),al=(1,0)andaZ==(i,4),letFO={ac,al,a2}bethevenicesOfanequilateraltriangleintheplaneofsideone.DefineinductivelyLetG6=U7=.Fi'GObeGStogetherwithitsreflectioninthey-axis.LetthenG=of(Goo),theclosureOfG.,isnamedtheSierpinskigasket.NowweintroduceG(u):LetG(o… 相似文献
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A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic partial differential equations with noise generated by measure-valued catalytic processes is investigated. It will be shown that the catalytic Ornstein-Uhlenbeck process with super-Brownian catalyst in one dimension arises as a high density fluctuation limit of a super-Brownian motion in a super-Brownian catalyst with immigration. The main tools include Laplace transformations of stochastic processes, analysis of a non-linear partial differential equation and techniques on continuity and regularity based on properties of the Sobolev spaces. 相似文献