自相似马氏过程的碰撞

COLLISION OF SELF-SIMILAR MARKOV PROCESSES

本文研究自相似马氏过程的碰撞,利用两个α-自相似马氏过程的耦合,获得了两个α-自相似马氏过程发生碰撞的一个充分条件,并且,在任何有限的时间内,两个α-自相似马氏过程将以正概率发生不可列无穷多次的碰撞.

In the paper, the collision of self-similar Markov processes is discussed. By coupling two α- self-similar Markov processes, we get a sufficient condition under which two α-self-similar Markov processes must collide at uncountably infinite times in any finite time.