EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION 被引量：2

EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION

导出

摘要 It is skowed that if the first exit distribution leaving any ball from the center is theuniform distribution on the sphere, then the Levy process is a scaled Brownian motion.The paper also gives a characterization of a continuous Hunt process by the first exitdistribution from any ball.

作者 ZHANGHUIZENG JINMENGWEI YINGJIANGANG

机构地区 DepartmentofMathematics InstituteofMathematics

出处《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2004年第3期393-400,共8页 数学年刊（B辑英文版）

基金 Project supported by the National Natural Science Foundation of China (No.10271109)

关键词 First exit hitting distribution Brownian motion Levy process 布朗运动球体利维过程亨特过程定理充分必要条件证明

分类号 O241 [理学—计算数学]

引文网络
相关文献

参考文献1

1HE PING YING JIANGANG Institute of Mathematics, Fudan Univeraity, Shanghai 200433, China. Institute of Mathematics, Fudan University, Shanghai 200433, China..EXCURSIONS AND LVY SYSTEM OF BOUNDARY PROCESS[J].Chinese Annals of Mathematics,Series B,2003,24(4):491-500. 被引量：2

二级参考文献11

1Blumenthal, R. M. & Getoor, R. K., Markov processes and potential theory, Academic Press, New York-San Francisco-London, 1968.
2Chen, Z. Q., Fitzsimmons, P. J., Takeda, M., Ying, J. & Zhang, T. S., Absolute continuity of symmetric Markov processes, preprint.
3Chung, K. L., Excursions in Brownian motion, Ark. Math., 14(1976), 155-177.
4Fitzsimmons, P. J., Time change of symmetric Markov processes and a Feynman-Kac formula, J.Theoretical Probability, 2(1989), 485-501.
5Fukushima, M., Oshima, Y. & Takeda, M., Dirichlet forms and symmetric Markov processes, Walter de Gruyter, Berlin - New York, 1994.
6Getoor R. K. & Sharpe, M. J., Excursions of dual processes, Adv. in Math., 45(1982), 259-309.
7He, P., The construction of excursions of Markov processes and discrete approximation of conditioned excursion laws, Ph.D. Thesis, Kanazawa University, 2001.
8Hsu, P., On excursions of reflecting Brownian motion, Trans. Amer. Math. Soc., 296(1986), 239-264.
9Ito, K., Poisson point processes attached to Markov processes, Proc. 6th Berkeley Symp. Math. Statist.Probab., 3(1971), 225-239.
10Maisonneuve, B., Exit systems, Ann. Probab., 3(1975), 399-411.

共引文献1

1何萍.关于扩散过程游程的离散逼近（英文）[J].应用概率统计,2015,31(5):527-538.

同被引文献1

1ZHAOMINZH,YINGJIANGANG.POLYNOMIAL RECURRENCE FOR LEVY PROCESSES[J].Chinese Annals of Mathematics,Series B,2004,25(2):165-174. 被引量：3

引证文献2

1ZHANGHUIZENG,ZHAOMINZHI,YINGJIANGANG.α-TRANSIENCE AND α-RECURRENCE FOR RANDOM WALKS AND LEVY PROCESSES[J].Chinese Annals of Mathematics,Series B,2005,26(1):127-142. 被引量：2
2ZHANG Hui-zeng,KANG Xu-sheng,ZHAO Min-zhi.First exit distribution and path continuity of Hunt processes[J].Applied Mathematics(A Journal of Chinese Universities),2009,24(4):389-392.

二级引证文献2

1Min Zhi ZHAO,Jian Gang YING.α-Transience and α-Recurrence of Right Processes[J].Acta Mathematica Sinica,English Series,2006,22(5):1413-1424.
2Min Zhi ZHAO,Hui Zeng ZHANG.The Weighted Transience and Recurrence of Markov Processes[J].Acta Mathematica Sinica,English Series,2007,23(1):111-126.

1ZHANG Hui-zeng,KANG Xu-sheng,ZHAO Min-zhi.First exit distribution and path continuity of Hunt processes[J].Applied Mathematics(A Journal of Chinese Universities),2009,24(4):389-392.
2舒慧生,阚秀,周海涛.Some It Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion[J].Journal of Donghua University(English Edition),2010,27(4):530-534. 被引量：2
3Siu Ah NG.A Nonstandard Lévy-Khintchine Formula and Lévy Processes[J].Acta Mathematica Sinica,English Series,2008,24(2):241-252.
4Francisco-Javier Munoz-Delgado,Victoriano Ramirez-Gonzalez,Paul Sablonniere.ON CONSERVATIVE APPROXIMATION BY LINEAR POLYNOMIAL OPERATORS AN EXTENSION OF THE BERNSTEIN'S OPERATOR[J].Analysis in Theory and Applications,1995,11(1):62-71.
5谢盛荣.高斯序列的最大值与和的联合渐近分布[J].西南师范大学学报（自然科学版）,1998,23(1):1-4. 被引量：1
6唐先华,李建平.一阶非线性时滞微分方程解的振动性[J].经济数学,1997,14(1):122-126.
7王琼,李际新,曾浩生.Properties on the distant distribution of entanglement for arbitrary two-qubit pure states via noisy quantum channels[J].Chinese Physics B,2009,18(4):1357-1361.
8张桂宜,沈尧天.具临界指数和临界非线性边界条件的拟线性椭圆型方程Neumann问题[J].数学学报（中文版）,1998,41(4):851-858. 被引量：2
9ZHONG Yu-quan,HU Di-he ( College of Mathematics and Computer Science, Wuhan University, Wuhan 430072, China,Department of Base, Panzhihua University, Sichuan 617000, China).Local Time of Additive Levy Process[J].Wuhan University Journal of Natural Sciences,2000,5(1):7-12.
10詹华税.对流扩散方程的解[J].数学年刊（A辑）,2013,34(2):235-256. 被引量：6

Chinese Annals of Mathematics,Series B

2004年第3期

浏览历史

内容加载中请稍等...