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随机环境中测度值马氏过程注记

Remarks on historical measure-valued processes in random medium

中文摘要英文摘要

利用Perkins定义的历史随机积分,随机环境中,一类运动具有交互作用的测度值马氏过程被构造出来,其中的随机环境由白噪声来刻画,并导致粒子间的运动具有交和作用,更确切地,描述粒子运动的生成元的漂移项受到随机环境的影响。对这个模型,给出了一些矩的计算公式。

Using Perkins' stochastic integration along paths of historical super-Brownian motion, a general measure-valuedprocesses with spacial movement interaction in a random medium is constructed.This random medium is described by a white noise which led to aparticular interaction of spacial movements of particles, whichis affected in drift term of the generator of particles. Some moment formulas for this model are given.

汪浩、任艳霞

数学

测度值马氏过程随机环境历史超布朗运动随机积分

Measure-valued Markov processesrandom mediumhistorical super-Brownian motionStochastic integration

汪浩,任艳霞.随机环境中测度值马氏过程注记[EB/OL].(2013-02-07)[2025-07-16].http://www.paper.edu.cn/releasepaper/content/201302-186.点此复制

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