摘要
本文讨论广义布朗运动的轨道性质和相遇问题,证明了广义布朗运动的样本函数可以在某些点上均方可微;另外,还证明了在相当自然的条件之下,两个独立的一维广义布朗运动以概率1相遇。
In this paper, we study the path properties and the meetingproblem of the general Brownian motion. lt gives evideuce that the sample function of the general Brownian motion may be differentiable on Some points in the mean In addition, it bears out that in naturel condition, one 1-dimensional general Brownian motion encounters another with probability 1.
基金
国家自然科学基金
关键词
广义布朗运动
样本函数
可微
相遇
General Brownran motion, Sample funetion, Differentiablility, Meet
