AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

doi:10.1016/S0252-9602(06)60090-8

Acta mathematica scientia,Series B

• Articles • Previous Articles Next Articles

AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

Li Bo; Liu Luqin

School of Mathematics and Statistics, Huazhong Normal University, Wuhan 430079, ChinaSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received:2004-08-14 Revised:1900-01-01 Online:2006-10-20 Published:2006-10-20
Contact: Li Bo

Abstract

CLC Number:

60J25

Li Bo; Liu Luqin. AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS[J].Acta mathematica scientia,Series B, 2006, 26(4): 639-645.

[1]	Jing FU, Daqing JIANG, Ningzhong SHI, Tasawar HAYAT, Ahmed ALSAEDI. QUALITATIVE ANALYSIS OF A STOCHASTIC RATIO-DEPENDENT HOLLING-TANNER SYSTEM [J]. Acta mathematica scientia,Series B, 2018, 38(2): 429-440.
[2]	Li ZHU. THE PLANCHEREL FORMULA FOR THE LINE BUNDLES ON SL(n+1, R)/S(GL(1, R)×GL(n, R)) [J]. Acta mathematica scientia,Series B, 2018, 38(1): 248-268.
[3]	Dehua QIU, Pingyan CHEN, Volodin ANDREI. COMPLETE MOMENT CONVERGENCE FOR L^P-MIXINGALES [J]. Acta mathematica scientia,Series B, 2017, 37(5): 1319-1330.
[4]	Qun LIU, Daqing JIANG, Ningzhong SHI, Tasawar HAYAT, Ahmed ALSAEDI. DYNAMICAL BEHAVIOR OF A STOCHASTIC HBV INFECTION MODEL WITH LOGISTIC HEPATOCYTE GROWTH [J]. Acta mathematica scientia,Series B, 2017, 37(4): 927-940.
[5]	R. AGARWAL, S. HRISTOVA, P. KOPANOV, D. O'REGAN. IMPULSIVE DIFFERENTIAL EQUATIONS WITH GAMMA DISTRIBUTED MOMENTS OF IMPULSES AND P-MOMENT EXPONENTIAL STABILITY [J]. Acta mathematica scientia,Series B, 2017, 37(4): 985-997.
[6]	Yue WANG. MEROMORPHIC SOLUTIONS OF SOME TYPES OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS [J]. Acta mathematica scientia,Series B, 2017, 37(3): 732-751.
[7]	Wei HU, Luqin LIU. MOMENTS OF PASSAGE TIMES AND ASYMPTOTIC BEHAVIOR OF INCREASING SELF-SIMILAR MARKOV PROCESSES [J]. Acta mathematica scientia,Series B, 2015, 35(6): 1426-1436.
[8]	Yuguo LIN, Daqing JIANG, Manli JIN . STATIONARY DISTRIBUTION OF A STOCHASTIC SIR MODEL WITH SATURATED INCIDENCE AND ITS ASYMPTOTIC STABILITY [J]. Acta mathematica scientia,Series B, 2015, 35(3): 619-629.
[9]	Pingyuan ZHANG, Peichu HU. ON UNIQUENESS FOR ALGEBROID FUNCTIONS OF FINITE ORDER [J]. Acta mathematica scientia,Series B, 2015, 35(3): 630-638.
[10]	Jieming ZHOU, Yingchun DENG, Ya HUANG, Xiangqun YANG. OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT FOR A CONSTANT ELASTICITY OF VARIANCE MODEL UNDER VARIANCE PRINCIPLE [J]. Acta mathematica scientia,Series B, 2015, 35(2): 303-312.
[11]	Haoguang LI. CAUCHY PROBLEM FOR LINEARIZED NON-CUTOFF BOLTZMANN EQUATION WITH DISTRIBUTION INITIAL DATUM [J]. Acta mathematica scientia,Series B, 2015, 35(2): 459-476.
[12]	LI Hai Chou,GAO Ling Yun. MEROMORPHIC SOLUTIONS OF A TYPE OF SYSTEM OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS [J]. Acta mathematica scientia,Series B, 2015, 35(1): 195-206.
[13]	ZHANG Yi,Yu Li, ZHANG Li Wei. MULTI-DIMENSIONAL MARKOV CHAIN–BASED ANALYSIS OF CONFLICT PROBABILITY FOR SPECTRUM RESOURCE SHARING [J]. Acta mathematica scientia,Series B, 2015, 35(1): 207-215.
[14]	TAN Feng, FU He-Man. ON DISTRIBUTIONAL n-CHAOS [J]. Acta mathematica scientia,Series B, 2014, 34(5): 1473-1480.
[15]	ZHANG Ke-Yu, YI Hong-Xun. THE VALUE DISTRIBUTION AND UNIQUENESS OF ONE CERTAIN TYPE OF DIFFERENTIAL-DIFFERENCE POLYNOMIALS [J]. Acta mathematica scientia,Series B, 2014, 34(3): 719-728.

AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

PDF (PC)

Abstract

Cite this article

share this article

References

Related Articles 15

Metrics

Comments

Recommended 10