摘要
通过对布朗运动和电报过程的适当迭代，使之迭代过程的转移函数满足不同形式的高阶抛物型或双曲型微分方程．对迭代过程进行适当的时间变换，还可以使迭代过程的转移函数满足系数依赖于时间的高阶微分方程．本文还讨论了迭代布朗运动最大值的分布及其有关性质．
In this paper we construct models obtained by suitably combining Brownian motions and telegraphs in such a way that their transition functions satisfy. higher-order parabolic or hyperbolic equations of different types.Also equations with time-varying coefficients are dervied either considering processes endowed with drift or with suitable modifications of their structure.Finally the distribution of the maximum of the iterated Brownian motion (along with some other properties) is presented.
出处
《数学学报（中文版）》
SCIE
CSCD
北大核心
1998年第6期1145-1148,0-0,共4页
Acta Mathematica Sinica：Chinese Series
基金
广东省自然科学基金
国家自然科学基金
关键词
抛物型方程
维纳过程
微分方程
迭代过程
Iterated Brownian motion, Telegraph processes, Higher-order parabolic equations, Higher-order hyperbolic equations, Maximum
