TRANSIENCE

作品数:14被引量:25H指数:3
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相关领域:理学更多>>
相关机构:中央民族大学更多>>
相关期刊:《Journal of Biomedical Science and Engineering》《Acta Mathematica Scientia》《Chinese Annals of Mathematics,Series B》《Acta Mathematica Sinica,English Series》更多>>
相关基金:国家自然科学基金国家教育部博士点基金国家重点基础研究发展计划安徽省自然科学基金更多>>
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AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS
《Acta Mathematica Scientia》2006年第4期639-645,共7页李波 刘禄勤 
Research supported in part by Tianyuan Fund ofr Mathematics of NSFC (10526021);A Grant from Ministry of Education
Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x(L^κB) 〈∞ is pr...
关键词:Last exit time moment TRANSIENCE DISTRIBUTION diffusion process 
CRITERIA OF STRONG TRANSIENCE FOR OPERATOR-SELF-SIMILAR MARKOV PROCESSES
《Acta Mathematica Scientia》2006年第1期41-48,共8页吴传菊 张峰 刘禄勤 
Research supported in part by the National Natural Science Foundation of China and a grant from the Ministry of Education of China
Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type process...
关键词:Operator-self-similar processes strong transience ISOTROPIC (weak) Feller processes 
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