一类扩散过程首中特征曲面的时间与位置的独立性

Independence of Hitting Time to Characteristic Surface of a Diffusion Process from Its Position

本文证明了漂移项为零,扩散系数为常数的椭圆型扩散过程首中特征曲面的时间与位置独立,并求出了首中特征曲面位置分布。

This paper proves that the first hitting time to the characteristic sur- face of a diffusion process with zero drift and constant diffusion coefficients is independent of its position,and gives the distribution of first hitting positions.