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Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Holder Norm 被引量:11
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作者 Qicai Wei School fo Economics, Zhejiang University. Hangzhou 310028. P. R. China 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2000年第4期637-654,共18页
In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
关键词 Large deviation formulas k-dimensional brownian motion functional limit theorems C-R increments Holder norm
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Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R
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作者 LI YuQiang 《Science China Mathematics》 SCIE 2014年第10期2053-2072,共20页
We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factor σ(·). We focus on the functional ergodic limits for the occupation time processes of the... We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factor σ(·). We focus on the functional ergodic limits for the occupation time processes of the models in IR. It is proved that the limiting process has the form of λζ(·), where A is the Lebesgue measure on R and ζ(·) is a real-valued process which is non-degenerate if and only if cr is integrable. When ζ(·) is non-degenerate, it is strictly positive for t 〉 0. Moreover, ζ converges to 0 in finite-dimensional distributions if the integral of a tends to infinity. 展开更多
关键词 functional ergodic theorem site-dependent branching brownian motion Levy-Khintchine representation
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Some scaled limit theorems for an immigration super-Brownian motion
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作者 ZHANG Mei School of Mathematical Sciences,Beijing Normal University,Beijing 100875,China 《Science China Mathematics》 SCIE 2008年第2期203-214,共12页
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then stud... In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency. 展开更多
关键词 super-brownian motion with immigration functional central limit theorem large deviation moderate deviation 60J80 60F05
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Central limit theorem for the occupation time of catalyticsuper-Brownian motion 被引量:1
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作者 HONG Wenming Department of Mathematics, Beijing Normal University, Beijing 100875, China Corresponding address: Institute of Mathematics, Shantou University, Shantou 515063, China 《Chinese Science Bulletin》 SCIE EI CAS 1998年第24期2035-2040,共6页
The catalytic super_Brownian motion has been considered. If both the catalytic medium process Q and CSBM started with Lebesgue measure λ, the central limit theorem for occupation time of CSBM has been obtained in dim... The catalytic super_Brownian motion has been considered. If both the catalytic medium process Q and CSBM started with Lebesgue measure λ, the central limit theorem for occupation time of CSBM has been obtained in dimension 3 for P-λ_a.s.Q. 展开更多
关键词 branching rate functional brownian collision local TIME CATALYTIC super_brownian motion OCCUPATION TIME central limit theorem.
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临界超布朗运动的遍历定理 被引量:2
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作者 坚雄飞 陈兴才 《华南师范大学学报(自然科学版)》 CAS 1999年第2期10-14,共5页
考虑以Lebesgue测度μ为初值的Mp(Rd)-值超布朗运动,其分枝特征为ψ(x,z)=-(1+|x|)θz2(-2<θ≤-1).若底空间维数d=1,它的全占位时为无穷,同时,强遍历定理成立-
关键词 超布朗运动 遍历定理 径向函数 超过程
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伽玛函数与一个力学问题的解析解 被引量:1
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作者 李力 《物理与工程》 2012年第3期5-6,共2页
本文借助质心系动能定理、质心运动定理和伽玛函数Γ(a)的性质,不用计算机和数学软件,得出一个力学问题的解析解.
关键词 解析解 质心系动能定理 伽玛函数 质心运动定理
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解析函数最大模原理的概率证明
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作者 王过京 杨丽明 《河北大学学报(自然科学版)》 CAS 1997年第2期52-53,共2页
本文用概率方法证明了解析函数最大模原理。
关键词 勒维定理 解析函数 最大模原理 维纳过程
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Brown运动的一个重要性质
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作者 孙世良 《徐州师范大学学报(自然科学版)》 CAS 2004年第1期23-26,共4页
研究关于标准布朗运动的一个重要性质,其在概率论与随机控制问题中有具体应用.证明所采用的是分析方法.结果以变分方程的形式给出,形式十分简捷,便于使用.
关键词 BROWN运动 偶函数 分析方法 分布密度函数
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Functional Limit Theorems for d-dimensional FBM in H lder Norm 被引量:2
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作者 Zheng Yan LIN Wen Sheng WANG Kyo Shin HWANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2006年第6期1767-1780,共14页
In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.
关键词 large deviation probability Holder norm functional limit theorem d-dimensional fractional brownian motion Gaussian random vector
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A Modified Analytic Function Space Feynman Integral of Functionals on Function Space
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作者 SeungJun CHANG HyunSoo CHUNG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2020年第1期61-76,共16页
In this paper, the authors introduce a class of functionals. This class forms a Banach algebra for the special cases. The main purpose of this paper is to investigate some properties of the modified analytic function ... In this paper, the authors introduce a class of functionals. This class forms a Banach algebra for the special cases. The main purpose of this paper is to investigate some properties of the modified analytic function space Feynman integral of functionals in the class. Those properties contain various results and formulas which were not obtained in previous papers. Also, the authors establish some relationships involving the first variation via the translation theorem on function space. In particular, the authors establish the Fubini theorem for the modified analytic function space Feynman integral which was not obtained in previous researches yet. 展开更多
关键词 Generalized brownian motion process MODIFIED analytic FEYNMAN INTEGRAL First variation Cameron-Storvick type theorem Fubini theorem
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k维布朗运动C-R型增量在Hlder范数下的泛函极限定理 被引量:1
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作者 危启才 《数学学报(中文版)》 SCIE CSCD 北大核心 2002年第1期117-126,共10页
本文在H lder范数生成的强拓扑下, 通过建立大偏差公式, 得到了k维布朗运动C-R型增量在H lder范数下的泛函极限定理.
关键词 大偏差公式 泛函极限定理 k维布朗运动 C-R型增量 维纳过程 HOELDER范数
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