期刊文献+

Ito游程理论下生灭过程的构造 被引量:5

Construction of Birth and Death Processes by Ito's Excursion Theory
下载PDF
导出
摘要 不唯一且附加态正则情形的生灭过程的轨道结构异常复杂,利用It游程理论研究了此类生灭过程的具体构造,回避了传统的"分析"方法. For non-unique birth and death processes with regular additional state,their path structures were extremely complicated.By using It's excursion theory,the construction of this kind of processes was completed without the traditional analysis method.
作者 吕芳 王燕
出处 《郑州大学学报(理学版)》 CAS 北大核心 2012年第3期57-60,80,共5页 Journal of Zhengzhou University:Natural Science Edition
基金 河南省自然科学基金资助项目,编号2009B110014 洛阳师范学院青年科学基金资助项目,编号2009-qnjj-012
关键词 生灭过程 Ito游程理论 构造 birth and death processes Ito's excursion theory construction
  • 相关文献

参考文献8

二级参考文献24

  • 1朱全新,杨向群.以0为反射壁和拟飞射壁的生灭过程爆发前的向下性质[J].应用概率统计,2005,21(2):188-196. 被引量:4
  • 2朱全新,舒小保.两类生灭过程的特征数及其概率意义[J].高校应用数学学报(A辑),2006,21(3):311-320. 被引量:4
  • 3Blumenthal. Excursions of Markov Processes[M]. Springer-Verlag, 1991.
  • 4罗首军.一类生灭过程轨道的直接构造.工程数学学报,1986,3(2):31-36.
  • 5杨向群.可列马尔可夫过程构造论[M].长沙:湖南科学技术出版社,1980.
  • 6Ikeda and Watanabe S. Stochastic Differential Equations and Diffusion processes[M]. Springer- Verlag, 1989.
  • 7Jean Bertoin. Levy Processes[M]. Cambridge University Press, 1996.
  • 8Gao Ping,The birth and death processes with zero as their absorbing barrier,Acta Mathematicae Applicatae Sinica,2(24)(1985),291-303.
  • 9Feller,W.,The birth and death processes as diffusion processes,J.Math.Pures.Appl.,9(1959),301-345.
  • 10Williams,D.,The Q-matrix problem,S'eminaire de Probablities X:Lecture Notes in Mathematics.Springer,Berlin,511(1976),216--234.

共引文献21

同被引文献20

  • 1侯振挺,郭青峰.齐次可列马尔科夫过程[M].北京:科学出版社,1980.
  • 2钱敏平,龚光鲁.随机过程论[M].北京:北京大学出版社,2004.
  • 3Ioannis K, Steven E S. Brownian motion and stochastic calculus[ M ]. Spring-Verlag, 1990:47-126, 169-217, 239- 278.
  • 4Blumenthal R M. Excursions of Markov processes [ M ]. Birkh luser, Boston, Mass, 1992 : lO1.
  • 5Ioannis Karatzas, Steven E. shreve. Brownian Motion and Stochastic Calculus[M]. Spring-Verlag, 1990.
  • 6Blumenthal R M. Excursions of Markov Processes[M]. Birkhtiuser, Boston, Mass, 1992.
  • 7钱敏平,龚光鲁.随机过程论[M].北京大学出版社,2004.
  • 8Strook D, Varadhan S R S. Multidimensional Diffusion Processes[M]. Springer-Verlag Berlin Hei- delberg NewYork, 1971.
  • 9Getoor R K.Markov Processes:Ray Processes and Right Processes[M].Springer-Verlag,1975.
  • 10Yang X Q.The Construction Theory of Denumerable Markov Processes[M].Hunan:Hunan Science and Technology Publishing House,1990.

引证文献5

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部