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扩散过程代数式收敛比较判敛法 被引量:1

Comparison Theorem for Algebraic Convergence of Diffusion Processes
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摘要 研究不同的马氏半群无穷小算子之间代数式收敛的关系,获得了若干比较定理.从而可将许多一般形式的扩散算子与特殊情形进行比较,将其化归为特殊的简单易算的情形. The relations of different operators for reversible Markov processes are studied. And some comparison theorems for the algebraic L^2 convergence are obtained. Some operator can be compared with a special and simple case so that the algebraic convergence can be got.
作者 王颖喆
出处 《应用概率统计》 CSCD 北大核心 2009年第4期389-397,共9页 Chinese Journal of Applied Probability and Statistics
基金 国家自然科学基金项目(10721091) 数学天元基金项目(TY10126032)资助
关键词 扩散过程 代数式收敛 Diffusion process, algebraic convergence
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