一致椭圆扩散过程的几类极大游程  

MANY MAXIMUM EXCURSIONS FOR ELLIPTIC DIFFUSION PROCESSES

作　　者：王忠海[1] 鲁荆锴[1] 

机构地区：[1]武汉大学数学与统计学院,湖北武汉430072

出　　处：《数学杂志》2005年第5期558-562,共5页Journal of Mathematics

基　　金：国家自然科学基金资助项目(10371092)

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[1]、[3]中相关的结果.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 .

关 键 词：扩散过程 首中时 末离时 极大游程 强Markov性 k阶矩 

分 类 号：O211.6[理学—概率论与数理统计]