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  • 简介:<正>SupposeXisasuperdiffusioninRdwithgeneralbranchingmechanism¢.andYDdenotesthetotalweightedoccupationtimeofXinaboundedsmoothdomainD.WediscusstheconditionsonψtoguaranteethatYDhasabsoluteycontinuousstates.Andforparticularψ(z)=z(l+,0DisabsolutelycontinuouswithrespecttotheLebesguemeasureinD.whereasinthecased>2+2/B.itissingular.AsweknowtheabsolutecontinuityandsingularityofY(Dhavenotbeendiscussedbefore.

  • 标签: TOTAL WEIGHTED OCCUPATION time SUPERDIFFUSION Absolutely
  • 简介:<正>ThispaperdevelopsasymptoticpropertiesofsingularlyperturbedMarkovchainswithinclusionofabsorbingstates.Itfocusesonbothunscaledandscaledoccupationmeasures.Undermildconditions,amean-squareestimateisobtained.Byaveragingthefastcomponents,weobtainanaggregatedprocess.Althoughtheaggregatedprocessitselfmaybenon-Markovian,itsweaklimitisaMarkovchainwithmuchsmallerstatespace.Moreover,asuitablyscaledsequenceconsistingofacomponentofscaledoccupationmeasuresandacomponentoftheaggregatedprocessisshowntoconvergetoapairofprocesseswithaswitchingdiffusioncomponent.

  • 标签: Singularly PERTURBED MARKOV chain OCCUPATION measure
  • 简介:1.IntroductionMotiffedbysomelargedeviationresultsforbranchingparticlesystem,thelargedeviationresultsforsuperprocesseshavebeeninvestigatedrecently.CoxandGffeathll]startedtheinvestigationofthelargedevistionforcriticalbranchingBrochanmotion.IscoeIZIcarr...

  • 标签: LARGE deviation super-stable PROCESS SELF-SIMILARITY
  • 简介:Fora〈r〈b,theapproachofLiandZhou(2014)isadoptedtofindjointLaplacetransformsofoccupationtimesoverintervals(a,r)and(r,b)foratimehomogeneousdiffusionprocessbeforeitfirstexitsfromeitheraorb.Theresultsareexpressedintermsofsolutionstothedifferentialequationsassociatedwiththediffusionsgenerator.Applyingtheseresults,weobtainmoreexplicitex-pressionsonthejointLaplacetransformsofoccupationtimesforBrownianmotionwithdrift,BrownianmotionwithalternatingdriftandskewBrownianmotion,respectively.

  • 标签: Laplace transform OCCUPATION time time-homogeneous diffusion