创造性 发表于 2025-3-25 06:25:55

http://reply.papertrans.cn/87/8650/864976/864976_21.png

NIP 发表于 2025-3-25 10:59:50

http://reply.papertrans.cn/87/8650/864976/864976_22.png

Immortal 发表于 2025-3-25 15:18:34

http://reply.papertrans.cn/87/8650/864976/864976_23.png

Innocence 发表于 2025-3-25 18:56:55

,Reminiscences of some of Paul Lévy’s ideas in Brownian Motion and in Markov Chains,We begin with a resume. Let {. ≥ 0} be a semigroup of stochastic matrices with elements p.(., where . is a countable set, satisfying the condition .. It is known that .(0) = . exists and . The state . is called . if . < +∞, and . if . = +∞ (Lévy’s terminology). The matrix .) is called . when equality holds in (3) for all ..

HPA533 发表于 2025-3-25 20:26:27

http://reply.papertrans.cn/87/8650/864976/864976_25.png

constellation 发表于 2025-3-26 01:49:32

http://reply.papertrans.cn/87/8650/864976/864976_26.png

GOUGE 发表于 2025-3-26 07:48:33

The Independence of Hitting Times and Hitting Positions to Spheres for Drifted Brownian Motions,A drifted Brownian motion X. is a diffusion process on .. whose infinitesimal generator has the form . where ... is the usual Laplace operator and . is a smooth vector field on ... When b ≡ 0, X. becomes the usual n-dimensional Brownian motion.

先行 发表于 2025-3-26 08:35:41

A Maximal Inequality,Let X be a uniformly integrable, cadlag non-negative regular supermartingale. Such a process X has the representation . where A. is continuous and increasing on the half open interval [0,∞), A. = 0 and A may assign mass to ∞ which is just A. - A. where .. Then we have the maximal inequality.

受人支配 发表于 2025-3-26 12:42:13

http://reply.papertrans.cn/87/8650/864976/864976_29.png

过去分词 发表于 2025-3-26 19:46:55

Right Brownian Motion and Representation of Initial Problem,Let {.: t > 0} be the right Brownian motion on [0, ∞) determined by the transition density: for . ∈ [0,∞). . This is a Markov process having the tendency moving to the right direction. 0 can be a starting point, but is never reached, i.e., {0} is a polar set.
页: 1 2 [3] 4 5 6 7
查看完整版本: Titlebook: Seminar on Stochastic Processes, 1988; E. Çinlar,K. L. Chung,J. Glover Book 1989 Birkhäuser Boston 1989 Brownian excursion.Brownian motion