| 标准布朗运动通过曲线边界的概率探讨 |
| |
| 引用本文： | 马志明,程从华,刘瑞元. 标准布朗运动通过曲线边界的概率探讨[J]. 大学数学, 2008, 24(2): 104-108 |
| |
| 作者姓名： | 马志明 程从华 刘瑞元 |
| |
| 作者单位： | 青海师范大学,计算机系,青海,西宁,810008 |
| |
| 摘 要： | 讨论了当f(s)∈C2[t1,t2],且f″(s)>0(f″(s)<0),s∈[t1,t2]时,构造最佳逼近一次函数近似代替f(s),从而讨论了标准布朗运动关于曲线边界的首出时问题,并求出了标准布朗运动停留在单侧(双侧)曲线边界内的概率的近似表达式.
|
| 关 键 词： | 标准布朗运动 首出时 曲线边界 |
| 文章编号： | 1672-1454(2008)02-0104-05 |
| 修稿时间： | 2006-04-27 |
The Discussion of Probability for Standard Brownian Motion Through the Curve Border |
| |
| MA Zhi-ming,CHENG Cong-hua,LIU Rui-yuan. The Discussion of Probability for Standard Brownian Motion Through the Curve Border[J]. College Mathematics, 2008, 24(2): 104-108 |
| |
| Authors: | MA Zhi-ming CHENG Cong-hua LIU Rui-yuan |
| |
| Abstract: | When f(s)∈C2[t1,t2] and f″(s)>0(f″(s)<0),we construction a best function approach to f(s).Thus discussed the head time question that the standard Brownian movement pass the curve boundary,and the single-sided(two-sided)piecewise curvear boundary crossing probability for Brownian motion is derived form. |
| |
| Keywords: | standard Brownian motion the first passage time curvear boundary |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
