| 超Ornstein-Uhlenbeck过程局部灭绝时的概率分布 |
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| 引用本文： | 坚雄飞. 超Ornstein-Uhlenbeck过程局部灭绝时的概率分布[J]. 汕头大学学报(自然科学版), 1998, 13(1): 52-58 |
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| 作者姓名： | 坚雄飞 |
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| 作者单位： | 汕头大学数学研究所!汕头，515063 |
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| 摘 要： | 本文研究了超Ornstein－Uhlenbeck过程其分支特征为（z）=z1β（0＜β≤1）时局部灭绝时的概率分布，并与它的全局灭绝时的分布做了比较．同时给出了与之联系的一类初值表示为无界函数的发展方程解的一个上界估计及其关于区域的一个极限结果．
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| 关 键 词： | 超Ornstein－Uhlenbeck过程 局部灭绝时 测度值Markov过程 奇异边值问题 |
Probability distribution of the local extinction time for super Ornstein-Uhlenbeck processes |
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| Jian Xiongfei. Probability distribution of the local extinction time for super Ornstein-Uhlenbeck processes[J]. Journal of Shantou University(Natural Science Edition), 1998, 13(1): 52-58 |
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| Authors: | Jian Xiongfei |
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| Abstract: | In this paper is investigated the local extinction time for super Ornstein Uhlenbeck processes with the branching characteristics of (Z)= Z1+β(0 < β < I ). The distribution of the global extinction time and that of the glocal extinction time are compared. Also presented is an upper bound estimate for the solution to a class of evolution equations in this connection with their initial value expressed as an unbounded function as well as a limit result related to zones thereof. |
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| Keywords: | super Ornstein-Uhlenbeck process local extinction time measure-valued Markov process singular boundary value problem |
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