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EXCURSIONS AND LVY SYSTEM OF BOUNDARY PROCESS 被引量:2

EXCURSIONS AND LVY SYSTEM OF BOUNDARY PROCESS
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摘要 In this paper, the authors investigate the joint distribution of end points of excursion awayfrom a closed set straddling on a fixed time and use this result to compute the Levy systemand the Dirichlet form of the boundary process.
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2003年第4期491-500,共10页 数学年刊(B辑英文版)
基金 the National Natural Science Foundation of China(No.10271109).
关键词 Markov process EXCURSIONS Levy system Dirichlet form Boundary process Markov过程 漂移 Levy系统 边界过程 联合分布 Dirichlet型
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