TWO-PARAMETER

作品数:96被引量:71H指数:5
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相关领域:理学更多>>
相关作者:李向阳王立柱李晓明陈双全冯春蓉更多>>
相关机构:中国石油大学(北京)中国石油大学(北京)中国石油闽南师范大学更多>>
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相关基金:国家自然科学基金国家重点基础研究发展计划中国博士后科学基金北京市自然科学基金更多>>
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Comments on“The theory of two-parameter Markov processes”
《Chinese Science Bulletin》1998年第10期876-877,共2页
关键词:Comments on The theory of two-parameter Markov processes 
Markov properties of MM-class processes with two parameters
《Chinese Science Bulletin》1995年第2期89-90,共2页杨向群 向红锋 
Project supported by the National Natural Science Foundation of China
Using the plot of growing single-parameter Markov processes on a single-parameter Markov process, we constructed successfully a class of important two-parameter processes which are called MM-class processes and whose ...
关键词:TWO-PARAMETER PROCESS MM-class PROCESS VARIOUS TWO-PARAMETER MARKOV properties. 
The Pathwise Uniqueness of Solution of Non-Markovian Stochastic Differential Equations With Jumps in Plane
《Chinese Science Bulletin》1994年第22期1853-1858,共6页龙红卫 
National Youth Science Foundation of China.
Let (Ω,(?), P) be a complete probability space with a family of sub-σ-fields {(?)_z}_z∈R_+~2 which satisfies the usual conditions. Yeh considered the existence and uniqueness of strong solutions of the following no...
关键词:TWO-PARAMETER compensated POISSON process SDE pathwise uniqueness. 
MARKOV PROPERTY FOR TWO-PARAMETER NORMAL PROCESS
《Chinese Science Bulletin》1992年第21期1761-1764,共4页王梓坤 
Project supported by the National Natural Science Foundation of China
Let t(t1, t2)be a point on the plane, denote the Borel σ-algebra in R+2={t: t1≥0, t2≥0}, ξ={ξ,(ω), t∈R+2}, real valued...
关键词:PROJECTION three-point TRANSITION PROBABILITY two-Markov 
SOME REMARKS ON THE WIDE-PAST MARKOV PROPERTY IN THE PLANE
《Chinese Science Bulletin》1992年第4期265-268,共4页周健伟 周晓文 
Ⅰ. INTRODUCTION AND DEFINITIONS When we consider different pasts, there are various definitions of Markov properties for twoparameter processes. Even if we only consider the wide-past, there are still several definit...
关键词:TWO-PARAMETER processes wide-past MARKOV PROPERTY L-Markov PROPERTY Lévy’s MARKOV PROPERTY 
COMPARISON THEOREM FOR STRONG SOLUTION OF TWO-PARAMETER POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION
《Chinese Science Bulletin》1990年第11期893-898,共6页陈雄 
Project supported by the National Natural Science Foundation of China
Ⅰ. INTRODUCTIONIn[1], we have discussed a kind of two-parameter Poisson type
关键词:TWO-PARAMETER POISSON PROCESS comparison THEOREM for SDE. 
THE PATH UNIQUENESS OF THE SOLUTION OF THE TWO-PARAMETER POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION
《Chinese Science Bulletin》1989年第19期1590-1594,共5页陈雄 
Given (Ω, (?), P ), let ∧ be a nonnegative additional set function on R_+~2 and have density function λ about Lebesgue measure l. For simplicity, in this report, we always suppose that there exists a constant M>...
关键词:TWO-PARAMETER POISSON process SDE strong SOLUTION UNIQUENESS 
A COUNTEREXAMPLE ON TWO-PARAMETER MARKOV PROCESSES
《Chinese Science Bulletin》1989年第18期1503-1506,共4页黄长全 
I. INTRODUCTION AND DEFINITIONS In this report, we shall give a simple counterexample to negative Theorem 1 and Proposition 3 (c)(ii)in [1] and explain the difference between the large-past Markov property and *-Marko...
关键词:TWO-PARAMETER stochastic process large-past MARKOV PROPERTY *-Markov PROPERTY large-future MARKOV PROPERTY i-Markov PROPERTY (i=1 2) 
TRANSITION PROBABILITIES AND PREDICTION FOR TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES
《Chinese Science Bulletin》1988年第1期5-9,共5页王梓坤 
Let z(u, v) be a point on the plane, R+2=(z:u≥0, v≥0). B+2 represents the Borel field in R+2. X={x(z, ω), z∈R+2} the stochastic process on some probability space (Ω, F, P). We say that X is a two-paramete...
关键词:BOREL stochastic CORNER LEMMA proof ALGEBRA MONOTONIC measurableunion successively 
PROPERTIES OF TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES
《Chinese Science Bulletin》1984年第10期1415-,共1页王梓坤 
A real-valued stochastic process X={X(s, t), s≥0, t≥0} is a two-parameter Ornstein-Uhlenbeck process (OUP2) if, where α>0, β>0, σ>0 are constants, W is Brownian sheet, and X(0, 0) is random variable,
关键词:BROWNIAN stochastic CONSTANTS VALUED SHEET ALGEBRA 吕望 
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