王颖喆. 扩散过程代数式收敛比较判敛法[J]. 应用概率统计, 2009, 25(4): 389-397.
引用本文: 王颖喆. 扩散过程代数式收敛比较判敛法[J]. 应用概率统计, 2009, 25(4): 389-397.
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Wang Yingzhe. Comparison Theorem for Algebraic Convergence\\of Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(4): 389-397.
Citation: Wang Yingzhe. Comparison Theorem for Algebraic Convergence\\of Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(4): 389-397.
shu

扩散过程代数式收敛比较判敛法

Comparison Theorem for Algebraic Convergence\\of Diffusion Processes

    摘要
  • 摘要: 研究不同的马氏半群无穷小算子之间代数式收敛的关系, 获得了若干比较定理. 从而可将许多一般形式的扩散算子与特殊情形进行比较, 将其化归为特殊的简单易算的情形.

     

    Abstract: The relations of different operators for reversible Markov processes are studied. And some comparison theorems for the algebraic L^2 convergence are obtained. Some operator can be compared with a special and simple case so that the algebraic convergence can be got.

     

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