| 广义Brownian运动关于两类特殊区域的首出时与首出点的联合分布 |
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| 引用本文： | 张新生.广义Brownian运动关于两类特殊区域的首出时与首出点的联合分布[J].汕头大学学报(自然科学版),1996,11(2):15-23. |
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| 作者姓名： | 张新生 |
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| 作者单位： | 汕头大学数学研究所 |
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| 摘 要： | 本文给出广义Ｂｒｏｗｎｉａｎ运动的定义，及一些基本性质．并求出了它关于两类特殊区域的首出时与首出点的联合分布．
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| 关 键 词： | 广义Brownian运动 首出时 首出点 |
Jiont distribution of exit times and exit points of generalized Brownian motion in special regions |
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| Zhang Xinsheng.Jiont distribution of exit times and exit points of generalized Brownian motion in special regions[J].Journal of Shantou University(Natural Science Edition),1996,11(2):15-23. |
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| Authors: | Zhang Xinsheng |
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| Abstract: | In this paper, we introduce generalized Brownian motion and discuss its basic properties.We also calculate the jiont disdribution of the first exit times and the first exit point of generalized Brownian motion for some special regions in Rd. |
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| Keywords: | general Brownian motion first exit times first exit points |
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