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| 引用本文： | ��Ƽ.������ɢ�����γ̵���ɢ�ƽ�[J].应用概率统计,2015,31(5):527-538. |
| 作者姓名： | ��Ƽ |
| 作者单位： | ?????????????? |
| 摘 要： | |
| 关 键 词： | ?????? ????/?γ? ?????? ???? ??????. |
A Note on Discrete Approximation for Excursions of Diffusion Process |
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| He Ping.A Note on Discrete Approximation for Excursions of Diffusion Process[J].Chinese Journal of Applied Probability and Statisties,2015,31(5):527-538. | |
| Authors: | He Ping |
| Institution: | School of Mathematics, Shanghai University of Finance and Economics |
| Abstract: | ??In this paper we describe the excursions from a set explicitly for recurrent Markov chain with discrete time. A new exit system is presented through using a law conditioned by specifying the starting point and ending point of excursions. In a simple case, we verify that our conditioned excursion law is a discrete approximation for that of a diffusion. |
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