搜索结果: 1-2 共查到“微分动力系统 G-Brownian motion”相关记录2条 . 查询时间(0.062 秒)
Survival of near-critical branching Brownian motion
ival near-critical branching Brownian motion
2010/11/29
Consider a system of particles performing branching Brownian motion with negative
drift μ = √2 − " and killed upon hitting zero. Initially there is one particle at x > 0.
Kesten [12] showed th...
Positive recurrence of reflecting Brownian motion in three dimensions
Reflecting Brownian motion transience Skorohod problem
2010/12/14
Consider a semimartingale reflecting Brownian motion (SRBM)Z whose state space is the d-dimensional nonnegative orthant. The data for such a process are a drift vector , a nonsingular d×d covariance ...