SOME CHARACTERS OF A CLASS OF ORNSTEIN-UHLENBECK TYPE MARKOV PROCESSES WITH STABLE PROCESSES  

SOME CHARACTERS OF A CLASS OF ORNSTEIN-UHLENBECK TYPE MARKOV PROCESSES WITH STABLE PROCESSES

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作  者:王永进 

出  处:《Acta Mathematica Scientia》1997年第2期121-128,共8页数学物理学报(B辑英文版)

摘  要:This article concerns a class of Ornstein-Uhlenbeck type Markov processes and for which the level sets will be approached. By constructing a new class f processes, we shall obtain an inequality on the Hausdorff dimensions of the level sets for the Ornstein-Uhlenbeck type Markov processes. Based on this result, we finally verify that any two independent O-U.M.P with alpha-stable processes could collide with probability one.This article concerns a class of Ornstein-Uhlenbeck type Markov processes and for which the level sets will be approached. By constructing a new class f processes, we shall obtain an inequality on the Hausdorff dimensions of the level sets for the Ornstein-Uhlenbeck type Markov processes. Based on this result, we finally verify that any two independent O-U.M.P with alpha-stable processes could collide with probability one.

关 键 词:alpha-stable process Ornstein-Uhlenbeck type Markov process RANGE Hausdorff dimension COLLISION 

分 类 号:O211.62[理学—概率论与数理统计]

 

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