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The symmetry of diffusions and the circulations of their projection processes

The symmetry of diffusions and the circulations of their projection processes

作     者:龚光鲁 钱敏平 

作者机构:1. Department of Applied Mathematics Tsinghua University 100084 Beijing China 2. Department of Probability and Statistics Peking University 100871 Heijing China 

基  金:ProjectsupportedbytheNationalNaturalScienceFoundationofChina (GrantNo .195 710 4 5 )andtheDoctoralProgramFoundationofInstitutionofHigherEducationand 86 3Program 

出 版 物:《Science China Mathematics》 (中国科学:数学(英文版))

年 卷 期:1998年第41卷第10期

页      码:1017-1022页

摘      要:The projection process along a simple closed smooth curve of a nonexplosive diffusion process on a cornplete Riemannian manifold is defined in probabilistic way. The winding numbers of the pmjection process are clockwise and counterclockwise given. The symmetry of the diffusion process is shown to be equivalent to that for any closed smooth curve. the long time average winding numbers of the projection process in two different directions are equal.

主 题 词:symmetry projection process clockwise circulation count erclockwise circulation. 

学科分类:02[经济学] 0202[经济学-财政学类] 020208[020208] 07[理学] 0714[0714] 070103[070103] 0701[理学-数学类] 

核心收录:

D O I:10.1007/BF02871835

馆 藏 号:203963714...

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