学科分类
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5 个结果
  • 简介:Fora〈r〈b,theapproachofLiandZhou(2014)isadoptedtofindjointLaplacetransformsofoccupationtimesoverintervals(a,r)and(r,b)foratimehomogeneousdiffusionprocessbeforeitfirstexitsfromeitheraorb.Theresultsareexpressedintermsofsolutionstothedifferentialequationsassociatedwiththediffusionsgenerator.Applyingtheseresults,weobtainmoreexplicitex-pressionsonthejointLaplacetransformsofoccupationtimesforBrownianmotionwithdrift,BrownianmotionwithalternatingdriftandskewBrownianmotion,respectively.

  • 标签: Laplace transform OCCUPATION time time-homogeneous diffusion
  • 简介:Conditionsaregivenforcontrollability,outputcontrollabilityandlocalidentifiabitityofaparametrizationinasubsetofoflineardifferentialsystemswithtime-lags.

  • 标签: 删出 舶脚 广州 可口