Maximal speed of particles in super-Lévy process  

作　　者：林正炎 程宗毛 

机构地区：[1]Department of Mathematics,Zhejiang University [2]Institute of Applied Mathematics and Engineering Computation,Hangzhou Dianzi University,Hangzhou 310018,P.R.China

出　　处：《Applied Mathematics and Mechanics(English Edition)》2008年第4期517-525,共9页应用数学和力学（英文版）

基　　金：Project supported by the National Natural Science Foundation of China(No.10571159);the Ph.D.Programs Foundation of Ministry of Education of China(No.20060335032);and the Foundation of Hangzhou Dianzi University(No.KYS091506042)

摘　　要：We introduce a super-Lévy process and study maximal speed of all particles in the range and the support of the super-Lévy process. The state of historical super-Lévy process is a measure on the set of paths. We study the maximal speed of all particles during a given time period, which turns out to be a function of the packing dimension of the time period. We calculate the Hausdorff dimension of the set of a-fast paths in the support and the range of the historical super-Lévy process.We introduce a super-Lévy process and study maximal speed of all particles in the range and the support of the super-Lévy process. The state of historical super-Lévy process is a measure on the set of paths. We study the maximal speed of all particles during a given time period, which turns out to be a function of the packing dimension of the time period. We calculate the Hausdorff dimension of the set of a-fast paths in the support and the range of the historical super-Lévy process.

关 键 词：super-Lévy process modulus of continuity Hausdorff dimension Lévy process a-fast path Brownian motion 

分 类 号：O211.6[理学—概率论与数理统计]