| 迭代过程及其在高阶微分方程中的应用 |
| |
| 引用本文： | EnzoOrsingher,赵学雷.迭代过程及其在高阶微分方程中的应用[J].数学学报,1998,41(6):0-1148. |
| |
| 作者姓名： | EnzoOrsingher 赵学雷 |
| |
| 作者单位： | [1]罗马La [2]Sapianza大学统计系 |
| |
| 基金项目： | 广东省自然科学基金,国家自然科学基金 |
| |
| 摘 要： | 通过对布朗运动和电报过程的适当迭代,使之迭代过程的转移函数满足不同形式的高阶抛物型或双曲型微分方程．对迭代过程进行适当的时间变换,还可以使迭代过程的转移函数满足系数依赖于时间的高阶微分方程．本文还讨论了迭代布朗运动最大值的分布及其有关性质．
|
| 关 键 词： | 迭代布朗运动 电报过程 高阶抛物型方程 高阶双曲型方程 最大值 |
Iterated Processes and Their Applications to Higher Order Differential Equations |
| |
| Enzo Orsingher.Iterated Processes and Their Applications to Higher Order Differential Equations[J].Acta Mathematica Sinica,1998,41(6):0-1148. |
| |
| Authors: | Enzo Orsingher |
| |
| Institution: | Enzo Orsingher (Dipartimento di Statistica, Probabilita e Statistiche Applicate Universita degli Studi di Roma "La Sapienza", Piazzale Aldo Moro 5-00185, Roma, Italy) (Email: orsinghe @ pow 2 .sta.uniromal. it ) Zhao Xuelei (Institute of Mathematics. Shan |
| |
| Abstract: | In this paper we construct models obtained by suitably combining Brownian motions and telegraphs in such a way that their transition functions satisfy. higher-order parabolic or hyperbolic equations of different types.Also equations with time-varying coefficients are dervied either considering processes endowed with drift or with suitable modifications of their structure.Finally the distribution of the maximum of the iterated Brownian motion (along with some other properties) is presented. |
| |
| Keywords: | Iterated Brownian motion Telegraph processes Higher-order parabolic equations Higher-order hyperbolic equations Maximum |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《数学学报》浏览原始摘要信息 |
| 点击此处可从《数学学报》下载免费的PDF全文 |
