R~n上扩散过程的代数式收敛

王颖喆

数学学报 ›› 2004, Vol. 47 ›› Issue (5) : 1001-101.

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数学学报 ›› 2004, Vol. 47 ›› Issue (5) : 1001-101. DOI: 10.12386/A2004sxxb0125
论文

R~n上扩散过程的代数式收敛

    王颖喆
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Algebraic Convergence of Diffusion Processes on

    Ying Zhe WANG
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摘要

本文研究n维欧氏空间上的扩散过程在L2意义下的代数式收敛的情况,给出了判定代数式收敛的方法,并对两种特殊情形扩散算子进行了讨论.将所得判敛法应用于两个例子可得到精确的结果.

Abstract

Algebraic convergence in L2-sense is studied for diffusion processes on Rn. Some criteria for the convergence are presented. Furthermore, some special cases are studied in order to be compared with ordinary cases. The results are effective since the convergence region can be completely covered, as illustrated by two examples.

关键词

扩散过程 / 耦合 / 代数式收敛

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王颖喆. R~n上扩散过程的代数式收敛. 数学学报, 2004, 47(5): 1001-101 https://doi.org/10.12386/A2004sxxb0125
Ying Zhe WANG. Algebraic Convergence of Diffusion Processes on. Acta Mathematica Sinica, Chinese Series, 2004, 47(5): 1001-101 https://doi.org/10.12386/A2004sxxb0125
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