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The Maximum and Minimum Excursions of Symmtrical Markov Process

Author: WangZhongHai
Tutor: LiuLuQin
School: Wuhan University
Course: Probability Theory and Mathematical Statistics
Keywords: Uniformly elliptic diffusion process First when Not from when Strong Markov Great run Minimal run
CLC: O211
Type: Master's thesis
Year: 2005
Downloads: 47
Quote: 0
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Abstract


This paper studies the R - d ( d ≥ 3 ) consistent elliptical diffusion process run . The basic formula of the potential results to Brownian motion uniformly elliptic diffusion process , combined with the strong Markov property , we were calculated uniformly elliptic diffusion process before the first ball away from the ball before the first ball and not from the estimates of the distribution of the ball between a great run , but also gives a very small run distribution estimates. Full-text is divided into three chapters , the first chapter introduces the symmetric Markov process Brownian motion is not from distribution and related findings , citing the research results of the previous run of the Brownian motion , and devoted much of a special class of very important diffusion process - uniformly elliptic diffusion process major findings of the study of history and this ; second chapter describes Markov process about stopping time and run the concept described uniformly elliptic diffusion process definition , and gives a uniformly elliptic the distribution of the diffusion process on first results ; Chapter is a core part of this article to discuss in detail the persistence uniformly elliptic diffusion process on R d ( d ≥ 3 ) three great run on the ball and very small run estimates , making a special case of the Brownian motion on the ball run .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory )
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