摘要
设B_1是n-维布朗运动,G是R_n中的一个区域,T_G是布朗运动B_1首中G^c的时间.本文,针对某些特殊的区域,给出了依赖于G的最大常数C(G),使得任意的常数l<C(G),E_z^(IT_G)<∞,x∈G.在一般的情况下,我们给出了C(G)的一些性质。
Let B1 be a Brownian motion in Rn,G be a domain of Rn.We denote the hitting time of G by TG . In this paper, we investigated the maximum constant depending on G denoted as C(G) such that ExelTG is finite for l< C(G),x∈G.The exact values were obtained for some special domains.
出处
《工程数学学报》
CSCD
1990年第3期110-114,共5页
Chinese Journal of Engineering Mathematics
