简介:<正>SupposeXisasuperdiffusioninRdwithgeneralbranchingmechanism¢.andYDdenotesthetotalweightedoccupationtimeofXinaboundedsmoothdomainD.WediscusstheconditionsonψtoguaranteethatYDhasabsoluteycontinuousstates.Andforparticularψ(z)=z(l+,0DisabsolutelycontinuouswithrespecttotheLebesguemeasureinD.whereasinthecased>2+2/B.itissingular.AsweknowtheabsolutecontinuityandsingularityofY(Dhavenotbeendiscussedbefore.
简介:<正>ThispaperdevelopsasymptoticpropertiesofsingularlyperturbedMarkovchainswithinclusionofabsorbingstates.Itfocusesonbothunscaledandscaledoccupationmeasures.Undermildconditions,amean-squareestimateisobtained.Byaveragingthefastcomponents,weobtainanaggregatedprocess.Althoughtheaggregatedprocessitselfmaybenon-Markovian,itsweaklimitisaMarkovchainwithmuchsmallerstatespace.Moreover,asuitablyscaledsequenceconsistingofacomponentofscaledoccupationmeasuresandacomponentoftheaggregatedprocessisshowntoconvergetoapairofprocesseswithaswitchingdiffusioncomponent.
简介:1.IntroductionMotiffedbysomelargedeviationresultsforbranchingparticlesystem,thelargedeviationresultsforsuperprocesseshavebeeninvestigatedrecently.CoxandGffeathll]startedtheinvestigationofthelargedevistionforcriticalbranchingBrochanmotion.IscoeIZIcarr...
简介:Fora〈r〈b,theapproachofLiandZhou(2014)isadoptedtofindjointLaplacetransformsofoccupationtimesoverintervals(a,r)and(r,b)foratimehomogeneousdiffusionprocessbeforeitfirstexitsfromeitheraorb.Theresultsareexpressedintermsofsolutionstothedifferentialequationsassociatedwiththediffusionsgenerator.Applyingtheseresults,weobtainmoreexplicitex-pressionsonthejointLaplacetransformsofoccupationtimesforBrownianmotionwithdrift,BrownianmotionwithalternatingdriftandskewBrownianmotion,respectively.