超布朗运动和弗莱明-维奥过程的一些退出时间估计

Journal of Stochastic Analysis Pub Date : 2018-09-14 DOI:10.31390/josa.1.2.02

Parisa Fatheddin

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引用次数: 0

摘要

对于一类随机偏微分方程的解，导出了在指定时间T之前从长度为2r的区间退出时间的估计，这些解用于表征两个种群模型:超布朗运动和弗莱明-维奥过程。然后为两种人口模型推导出这些类型的估计。对得到的边界也应用了相应的大偏差结果。

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Some Exit Time Estimates for Super-Brownian Motion and Fleming-Viot Process

Estimates for exit time from an interval of length 2r before a prescribed time T are derived for solutions of a class of stochastic partial differential equations used to characterize two population models: super-Brownian motion and Fleming-Viot Process. These types of estimates are then derived for the two population models. The corresponding large deviation results are also applied for the acquired bounds.

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Journal of Stochastic Analysis

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