非退化扩散过程的维数及局部时  

Local Time and Dimension for a Nondegenerate Diffusion Process

作　　者：李慧琼[1] 

机构地区：[1]浙江工商大学统计与数学学院,浙江杭州310018

出　　处：《浙江工商大学学报》2007年第4期24-28,共5页Journal of Zhejiang Gongshang University

摘　　要：本文用一般分布函数的方法讨论了多维非退化扩散过程样本轨道的分形性质,给出了其象集代数和及图集的Hausdorff维数,并证明了其局部时的存在性.In this paper, we discuss the properties of sample path of a nondegenerate diffusion process. The Hausdorff dimension of graph set and algebraic sum of range set for the nondegenerate diffusion process is obtained by means of their distribution functions. A sufficient condition is presented for the existence of square integrable.

关 键 词：扩散过程 象集代数和 图集 局部时 HAUSDORFF维数 

分 类 号：O216.1[理学—概率论与数理统计]