| EXCURSIONS AND LEVY SYSTEM OF BOUNDARY PROCESS＊＊＊ |
| |
| 作者姓名： | HE Ping YING Jiangang |
| |
| 作者单位： | Institute of Mathematics, Fudan University, Shanghai 200433, China |
| |
| 摘 要： |
|
| 关 键 词： | Markov过程 漂移 Levy系统 边界过程 联合分布 Dirichlet型 |
| 收稿时间： | 5/2/1930 12:00:00 AM |
EXCURSIONS AND LEVY SYSTEM OF BOUNDARY PROCESS |
| |
| HE Ping,YING Jiangang.EXCURSIONS AND LEVY SYSTEM OF BOUNDARY PROCESS[J].Chinese Annals of Mathematics,Series B,2003,24(4):491-500. |
| |
| Authors: | HE Ping and YING Jiangang |
| |
| Institution: | Institute of Mathematics, Fudan University, Shanghai 200433, China |
| |
| Abstract: | In this paper, the authors investigate the joint distribution of end points of excursion awayfrom a closed set straddling on a fixed time and use this result to compute the Levy systemand the Dirichlet form of the boundary process. |
| |
| Keywords: | Markov process Excursions Levy system Dirichlet form Boundary process |
| 本文献已被 维普 万方数据 等数据库收录！ |
| 点击此处可从《数学年刊B辑(英文版)》浏览原始摘要信息 |
| 点击此处可从《数学年刊B辑(英文版)》下载免费的PDF全文 |
