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检索条件"主题词=Stable process"
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The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric stable process
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Acta Mathematica Sinica,English Series 2005年 第5期21卷 1137-1148页
作者: Shui Cao ZHENG Huo Nan LIN Di He HU School of Mathematics Sciences Peking University Beijing 100871 P. R. China School of Sciences Jimei University Xiamen 361021 P. R. China Department of Mathematics Fujian Normal University Fuzhou 350007 P. R. China College of Mathematics and Statistics Wuhan University Wuhan 430072 P. R. China
In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued... 详细信息
来源: 维普期刊数据库 维普期刊数据库 同方期刊数据库 同方期刊数据库 评论
Precise Asymptotics for Lévy processes
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Acta Mathematica Sinica,English Series 2007年 第7期23卷 1265-1270页
作者: Zhi Shui HU Chun SU Department of Statistics and Finance University of Science and Technology of China
Let {X(t), t ≥ 0} be a Lévy process with EX(1) = 0 and EX^2(1) 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X(t), t 〉 0}. By the way, we prove the corresponding conclusions for s... 详细信息
来源: 维普期刊数据库 维普期刊数据库 同方期刊数据库 同方期刊数据库 评论
The Multifractal Analysis of the Occupation Measure of a Lévy process
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Wuhan University Journal of Natural Sciences 2000年 第3期5卷 253-256页
作者: Hu Xiao\|yu Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China Chinese Academy of Sciences Institute of Applied Mathematics Beijing China (GRID:grid.9227.e) (ISNI:***)
We introduce the results on the multifractal structure of the occupation measures of a Brownian Motion, a stable process, a general subordinator and a stochastic process derived from random reordering of the Cantor se... 详细信息
来源: 维普期刊数据库 维普期刊数据库 同方期刊数据库 同方期刊数据库 评论