超布朗运动空间平均的高斯涨落

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2021-11-16 DOI:10.1080/07362994.2022.2079530

Zenghu Li, Fei Pu

引用次数: 3

摘要

摘要:设从勒贝格测度出发的一维超布朗运动的密度。利用超布朗运动的拉普拉斯泛函，证明了当归一化空间积分在(t, x)上联合收敛于分布上的布朗表。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Gaussian fluctuation for spatial average of super-Brownian motion

Abstract Let be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as the normalized spatial integral converges jointly in (t, x) to Brownian sheet in distribution.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.