期刊论文

Chen, Ye

英文

中国高等学校学术文摘·数学

1673-3452

2017

12

3

559-582

10.1007/s11464-017-0625-4

National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [11171044, 11571052, 11671132]; Natural Science Foundation of Hunan ProvinceNatural Science Foundation of Hunan Province [2016JJ4061]; Scientific Research Project of Hunan University of Arts and Science [15ZD05]; Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education MinistryScientific Research Foundation for the Returned Overseas Chinese Scholars

本校为其他机构

In this paper, for homogeneous diffusion processes, the approach of Y. Li and X. Zhou [Statist. Probab. Lett., 2014, 94: 48–55] is adopted to find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (-∞, α) and (α, ∞): The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions for Brownian motion with drift, skew Brownian motion, and Brownian motion with two-...

在这份报纸同类的散开过程，李·伊的途径和 X. 周[统计员。Probab。Lett， 2014， 94：48-55 ] 被采用发现被他们的关节打折的潜在的措施的表情在半无限的间隔上的职业时间(，) 并且(，) ：结果以与散开联系的微分方程的答案被表示发电机。使用这些结果，我们获得更多为 Brownian 的明确的表情有飘移，斜 Brownian 运动，和 Brownian 运动与的运动两价分别地漂流。