| 可加布朗运动逗留时测度的大偏差上界 |
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| 引用本文： | 粱明杰.可加布朗运动逗留时测度的大偏差上界[J].三明学院学报,2012,29(4):6-11. |
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| 作者姓名： | 粱明杰 |
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| 作者单位： | 三明学院数学与信息工程学院,福建三明,365004 |
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| 基金项目： | 三明学院自然科学基金项目 |
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| 摘 要： | 通过讨论对平面上两指标可加布朗运动局部时的相关性质,得到了可加布朗运动逗留时测度的大偏差上界。
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| 关 键 词： | 可加布朗运动 局部时 逗留时 大偏差 |
Upper Bounds of Large Deviations for the Occupation Measurement of Additive Brownian Motion |
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| LIANG Ming-jie.Upper Bounds of Large Deviations for the Occupation Measurement of Additive Brownian Motion[J].Journal of Sanming University,2012,29(4):6-11. |
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| Authors: | LIANG Ming-jie |
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| Institution: | LIANG Ming-jie(School of Mathematics and Information Engineering,Sanming University,Sanming 365004,China) |
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| Abstract: | Through the discussion of the relative properties of local time of two-parameter planar additive Brownian motion,upper bounds of large deviations for the occupation measurement of additive Brownian motion are obtained in this paper. |
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| Keywords: | additive Brownian motion local time occupation time large deviation |
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