关于带边界上布朗运动的迹

IF 0.6 Q3 MATHEMATICS

Illinois Journal of Mathematics Pub Date : 2021-09-07 DOI:10.1215/00192082-9853356

Liping Li, Wenjie Sun

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引用次数: 0

摘要

马尔可夫过程的轨迹是原始过程在时间变化中所使用的Revuz测度支持下的时间变化过程。在本文中，我们将集中讨论在某些闭合带上的反射布朗运动。一方面，我们将表述与这种反映布朗运动在边界上的轨迹有关的狄利克雷形式的具体表达式。另一方面，当上下边界之间的距离趋于$0$或$\infty$时，将进一步得到这些迹线的极限。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On trace of Brownian motion on the boundary of a strip

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips. On one hand, we will formulate the concrete expression of the Dirichlet forms associated with the traces of such reflecting Brownian motions on the boundary. On the other hand, the limits of these traces as the distance between the upper and lower boundaries tends to $0$ or $\infty$ will be further obtained.

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来源期刊

Illinois Journal of Mathematics 数学-数学

CiteScore

0.90

自引率

0.00%

发文量

期刊介绍： IJM strives to publish high quality research papers in all areas of mainstream mathematics that are of interest to a substantial number of its readers. IJM is published by Duke University Press on behalf of the Department of Mathematics at the University of Illinois at Urbana-Champaign.