搜索结果: 1-5 共查到“Occupation time”相关记录5条 . 查询时间(0.109 秒)
Almost sure finiteness for the total occupation time of an (d,α,β)-superprocess
superprocess occupation time branching particle system almost sure local extinction
2010/2/24
For $0<α≤ 2$ and $0<β≤ 1$ let $X$ be the $(d,α,β)$-superprocess, i.e. the superprocess with $α$-stable spatial movement in $bR^d$ and $(1+β)$-stable branching. Given that the initial measure $X_0$ is ...
FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS THE LIMITS OF THE OCCUPATION TIME PROBLEM IN BESOV SPACE
Stable processes local time fractional derivative occupittion time problem Besov space
2009/9/21
In this paper, we firstly study the Besov regularity of
the local time of symmetric stable processes and of its fractional derivative.
Secondly, we establish Limit theorems for occupation times of
...
OCCUPATION TIME FLUCTUATIONS OF POISSON AND EQUILIBRIUM BRANCHING SYSTEMS IN CRITICAL AND LARGE DIMENSIONS
Functional central limit theorem occupation time fluctuations branching particles systems
2009/9/18
Limit theorems are presented for the rescaled occupation
time fluctuation process of a critical finite variance branching particle system
in Rd with symmetric ®-stable motion starting off from ...
Laws of large numbers for the occupation time of an age-dependent critical binary branching system
Infinite particle system age-dependent branching occupation times strong laws of large numbers
2009/6/15
Laws of large numbers for the occupation time of an age-dependent critical binary branching system.
Optimal Investment Strategy to Minimize Occupation Time
Optimal Investment Strategy Minimize Occupation Time
2010/12/20
We find the optimal investment strategy to minimize the expected time that an individual's wealth stays below zero, the so-called {\it occupation time}. The individual consumes at a constant rate and...