摘要翻译:
研究带跳非负过程的随机方程。在Lipschitz和非Lipschitz条件下建立了强解的存在唯一性。在适当的条件下,证明了两个解的比较性质。将所得结果应用于单侧Levy过程驱动的随机方程和带移民的连续状态分枝过程的随机方程。
---
英文标题:
《Stochastic equations of non-negative processes with jumps》
---
作者:
Zongfei Fu, Zenghu Li
---
最新提交年份:
2008
---
分类信息:
一级分类:Mathematics        数学
二级分类:Probability        概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
--
一级分类:Mathematics        数学
二级分类:Statistics Theory        统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
--
一级分类:Statistics        统计学
二级分类:Statistics Theory        统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
--
---
英文摘要:
  We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under suitable conditions. The results are applied to stochastic equations driven by one-sided Levy processes and those of continuous state branching processes with immigration. 
---
PDF链接:
https://arxiv.org/pdf/802.0933