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超Ornstein-Uhlenbeck过程局部灭绝时的概率分布

Probability distribution of the local extinction time for super Ornstein-Uhlenbeck processes
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摘要 本文研究了超Ornstein-Uhlenbeck过程其分支特征为(z)=z1β(0<β≤1)时局部灭绝时的概率分布,并与它的全局灭绝时的分布做了比较.同时给出了与之联系的一类初值表示为无界函数的发展方程解的一个上界估计及其关于区域的一个极限结果. In this paper is investigated the local extinction time for super Ornstein Uhlenbeck processes with the branching characteristics of (Z)= Z1+β(0 < β < I ). The distribution of the global extinction time and that of the glocal extinction time are compared. Also presented is an upper bound estimate for the solution to a class of evolution equations in this connection with their initial value expressed as an unbounded function as well as a limit result related to zones thereof.
作者 坚雄飞
出处 《汕头大学学报(自然科学版)》 1998年第1期52-58,共7页 Journal of Shantou University:Natural Science Edition
基金 国家自然科学基金
关键词 局部灭绝时 奇异边值问题 超O-U过程 概率分布 super Ornstein-Uhlenbeck process local extinction time measure-valued Markov process singular boundary value problem
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参考文献6

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二级参考文献3

  • 1D. A. Dawson,I. Iscoe,E. A. Perkins. Super-Brownian motion: Path properties and hitting probabilities[J] 1989,Probability Theory and Related Fields(1-2):135~205
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