条件Brown运动生命时的一个渐近估计  

AN ASYMPTOTIC ESTIMATE FOR THE LIFETIMES OF CONDITIONAL BROWNIAN MOTION

作　　者：尹传存[1] 

机构地区：[1]曲阜师范大学数学系

出　　处：《系统科学与数学》1995年第1期33-38,共6页Journal of Systems Science and Mathematical Sciences

摘　　要：设Ｄ为Ｒｄ中的有界规则区域．本文绘出了一个Ｄ内条件Ｂｒｏｗｎ运动生命时的渐近估计其中Ｇ为Ｒｄ内满足的开集，为主持征值（关于Ｄｉｒｉｃｈｌｅｔ边值条件），μ是属于广义Ｋａｔｏ类的符号Ｒａｄｏｎ测度，Ａｔ是与μ相联系的Ｂｒｏｗｎ运动（Ｘｔ）ｔ≥０的有界变差连续的可加泛函，ｈ是关Ｄ内的正解。Let D be a bounded regular domain in Rd. This paper gives an asymptotic estimate for the lifetimes of conditional Brownian motion inD: tim sup E sup Ex(eAt; t<),where G is an open set in Rd with GGD,λ1 is the leading eigenvalue of, 2μ with the Dirichlet boundary condition on D, μ is a signed Radon measure in generalized Kato class, A, is the bounded variation, continuous additive functional of Brownian motion associated with μ, and h is a positiVe solution of i h (x) = 0in D.

关 键 词：生命时 渐近估计 维纳过程 条件维纳过程 

分 类 号：O211.6[理学—概率论与数理统计]