| 一致椭圆扩散过程的几类极大游程 |
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| 引用本文： | 王忠海,鲁荆锴. 一致椭圆扩散过程的几类极大游程[J]. 数学杂志, 2005, 25(5): 558-562 |
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| 作者姓名： | 王忠海 鲁荆锴 |
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| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
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| 基金项目： | 国家自然科学基金资助项目（10371092）. |
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| 摘 要： | 本文研究了暂留一致椭圆扩散过程，利用强Markov性，求出了在首中此球之前、末离此球之前和在首中此球与末离此球之间过程的几类极大游程的分布的估计，推广了文献、相关的结果．
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| 关 键 词： | 扩散过程 首中时 末离时 极大游程 强Markov性 k阶矩 |
| 文章编号： | 0255-7797（2005）05-0558-05 |
| 收稿时间： | 2004-11-22 |
| 修稿时间： | 2004-11-222005-01-24 |
MANY MAXIMUM EXCURSIONS FOR ELLIPTIC DIFFUSION PROCESSES |
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| WANG Zhong-hai,LU Jing-kai. MANY MAXIMUM EXCURSIONS FOR ELLIPTIC DIFFUSION PROCESSES[J]. Journal of Mathematics, 2005, 25(5): 558-562 |
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| Authors: | WANG Zhong-hai LU Jing-kai |
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| Affiliation: | School of Math. and Statistics, Wuhan University, Wuhan , 430072, China |
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| Abstract: | In this paper, transient elliptic diffusion processes are investigated. Using strong Markov property, we obtain moderate estimates for the distributions of the maximum excursions before the first hitting the ball, before the last exit from the ball and from the first hitting to the last exit, which improve the corresponding results in . |
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| Keywords: | diffusion process first hitting time last exit time maximum excursion strong Markov property k-th moment |
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