国家自然科学基金(Y6100663)

作品数：5被引量：12H指数：1
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相关期刊：《Science China Mathematics》《Acta Mathematica Scientia》《Acta Mathematica Sinica,English Series》更多>>
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ON INTERSECTIONS OF INDEPENDENT NONDEGENERATE DIFFUSION PROCESSES被引量：1
《Acta Mathematica Scientia》2014年第1期141-161,共21页陈振龙 
supported by National Natural Science Foundation of China(11371321);Zhejiang Provincial Natural Science Foundation of China(Y6100663);the Key Research Base of Humanities and Social Sciences of Zhejiang Provincial High Education Talents(Statis-tics of Zhejiang Gongshang University)
Let X（1） = {X（1）（s）, s ∈ R＋} and X（2） = {X（2）（t）, t ∈ R＋} be two inde-pendent nondegenerate diffusion processes with values in Rd. The existence and fractal dimension of intersections of the sample pat...
关键词：INTERSECTION diffusion processes hitting probability polar set HAUSDORFFDIMENSION 
Hitting Probabilities and Fractal Dimensions of Multiparameter Multifractional Brownian Motion被引量：1
《Acta Mathematica Sinica,English Series》2013年第9期1723-1742,共20页Zhen Long CHEN 
Supported by Zhejiang Provincial Natural Science Foundation of China (Grant No. Y6100663)
The main goal of this paper is to study the sample path properties for the harmonisable-type N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower...
关键词：Multifractional Brownian motion hitting probability inverse image level set Hausdorff dimension packing dimension 
On intersections of independent anisotropic Gaussian random fields被引量：12
《Science China Mathematics》2012年第11期2217-2232,共16页CHEN ZhenLong XIAO YiMin 
supported by Zhejiang Provincial Natural Science Foundation of China(Grant No. Y6100663);National Science Foundation of US (Grant No. DMS-1006903)
Let X^H = {X^H（8）,8∈ R^N1} and XK = {X^K（t）,t ∈R^2} be two independent anisotropic Gaussian random fields with values in R^d with indices H = （H1,... ,HN1） ∈ （0, 1）^N1, K = （K1,..., KN2）∈ （0, 1）^N2, r...
关键词：INTERSECTION anisotropic Gaussian fields hitting probability Hausdorff dimension stochastic heatequation fractional Brownian sheet 
Polar Functions and Intersections of the Random String Processes
《Acta Mathematica Sinica,English Series》2012年第10期2067-2088,共22页Zhen Long CHEN 
Supported by Natural Science Foundation of Zhejiang Province of China (Grant No. Y6100663)
Let {us （x） ： s 〉 0, x ∈ JR} be a random string taking values in ]Rd. The main goal of this paper is to discuss the characteristics of the polar functions of {us （x） ： s ≥ 0, x ∈ JR}. The relationship betwee...
关键词：Random string process stationary pinned string polar function Hausdorff dimension packing dimension capacity 
FRACTAL PROPERTIES OF POLAR SETS OF RANDOM STRING PROCESSES被引量：1
《Acta Mathematica Scientia》2011年第3期969-992,共24页陈振龙 
supported by the Natural Science Foundation of Zhejiang Province(Y6100663)
This paper studies fractal properties of polar sets for random string processes. We give upper and lower bounds of the hitting probabilities on compact sets and prove some sufficient conditions and necessary condition...
关键词：random string process hitting probability polar set Hausdorff dimension 
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