数学物理学报 ›› 1999, Vol. 19 ›› Issue (4): 415-423.

• 论文 • 上一篇    下一篇

广义a-stable过程局部时增量的Holder律

  

  1. (集美大学基础教育部 |厦门 361021)

    (福建师范大学数学系 |福州 350007)

  • 出版日期:1999-11-01 发布日期:1999-11-01

Holder laws for local times increments of genenralized a-stable process

  1. (Base Courses Teaching Department, Jimei University, Xiamen 361021)

    (Department of Mathematics, Fujian Normal University)

  • Online:1999-11-01 Published:1999-11-01

摘要:

该文证明了广义α-stable过程局部时增量的Holder律,推广了N指标d维α-stable过程和N指标d维广义Brownian Sheet的相应结果.

关键词: 局部时, 局部增量, H¨older律, αstable过程, 广义BrownianSheet.

Abstract:

In this paper generalized α-stable process is introduced. It contains N-parameter d-dimention generalized Brownian Sheet and N-parameter d-dimention α-stable process. The Holder laws for local times increments of this process is shown.

Key words: Localtimes, Incrementsoflocaltimes, H¨olderlaws, αstableprocess, GeneralizedBrownianSheet.

中图分类号: 

  • 65J55,60G60