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| 关于二维布朗运动在锥形区域的占有时 | |
| 引用本文： | 周阳. 关于二维布朗运动在锥形区域的占有时[J]. 复旦学报(自然科学版), 2009, 48(6) |
| 作者姓名： | 周阳 |
| 作者单位： | 复旦大学数学科学学院,上海,200433 |
| 摘 要： | 考虑标准二维布朗运动在正象限锥形区域的占有时,得到其一阶矩和二阶矩的表达式.并指出这种形式的占有时不可能服从广义反正弦律. |
| 关 键 词： | 布朗运动 占有时 反正弦律 矩 |
On the Occupation Time in a Cone for Two-dimensional Brownian Motion |
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| ZHOU Yang. On the Occupation Time in a Cone for Two-dimensional Brownian Motion[J]. Journal of Fudan University(Natural Science), 2009, 48(6) | |
| Authors: | ZHOU Yang |
| Affiliation: | ZHOU Yang(School of Mathematical Sciences,Fudan University,Shanghai 200433,China) |
| Abstract: | The occupation time in a cone in the positive quadrant for a standard two-dimensional Brownian motion is studied,and its first and second moments are given explicitly.It is indicated that this sort of occupation time never has the generalized arc-sine law. |
| Keywords: | Brownian motion occupation time arc-sine law moment |
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