摘要
综述了布朗运动、多指标Ornstein-Uhlenbeck过程、超过程等3种随机过程的若干结果,这些结果是作者近年来所获得的.
This paper is a survey of some results in three stpchastic processes: Brownian Motion, Multi-parameter Ornstein-Uhlenbeck process and Superprocess. These results were obtained by the author in recent years.
出处
《北京师范大学学报（自然科学版）》
CAS
CSCD
1992年第4期446-453,共8页
Journal of Beijing Normal University(Natural Science)
基金
国家自然科学基金
关键词
随机过程
物理学
last exit time
wide past Markov property
measure-valued stochastic process
