创造性 发表于 2025-3-25 06:25:55
http://reply.papertrans.cn/87/8650/864976/864976_21.pngNIP 发表于 2025-3-25 10:59:50
http://reply.papertrans.cn/87/8650/864976/864976_22.pngImmortal 发表于 2025-3-25 15:18:34
http://reply.papertrans.cn/87/8650/864976/864976_23.pngInnocence 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.pngconstellation 发表于 2025-3-26 01:49:32
http://reply.papertrans.cn/87/8650/864976/864976_26.pngGOUGE 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.