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R+^d上重自相似马氏过程的位势性质

Potential Properties of Multi-self Similar Markov Processes on R+^d
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摘要 借助于重自相似马氏过程的Lamperti表现,讨论R+d-值的重自相似马氏过程的一些位势性质,给出了该过程常返与暂留性判定的一个充要条件,并给出了其(本性)极集判定的一个充要条件. The paper discusses the potential properties of multi-self similar Markov processes on R+^d- by multi dimensional Lamperti representation , gives a sufficient and necessary condition for recurrence and transience of the processes and gets a sufficient and necessary condition for judging the essential polar sets of the processes.
作者 吴传菊
出处 《湖北工业大学学报》 2007年第1期22-25,共4页 Journal of Hubei University of Technology
关键词 重自相似过程 LEVY过程 常返 暂留 (本性)极集 multi-self similar process levy process recurrence transience essential polar set
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