CENG Yan, WU Rong, . HITTING PROBABILITIES OF SINGLE POINTS AND RANGE FOR MARKOV PROCESSES OF OU TYPE[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 175-182.
Citation:
CENG Yan, WU Rong, . HITTING PROBABILITIES OF SINGLE POINTS AND RANGE FOR MARKOV PROCESSES OF OU TYPE[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 175-182.
CENG Yan, WU Rong, . HITTING PROBABILITIES OF SINGLE POINTS AND RANGE FOR MARKOV PROCESSES OF OU TYPE[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 175-182.
Citation:
CENG Yan, WU Rong, . HITTING PROBABILITIES OF SINGLE POINTS AND RANGE FOR MARKOV PROCESSES OF OU TYPE[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 175-182.
HITTING PROBABILITIES OF SINGLE POINTS AND RANGE FOR MARKOV PROCESSES OF OU TYPE
In this paper we investigate two problems of Markov processes of OU type. One is its hitting probabilitis of single points and the results provide the existence of the local time for the processes. The other one is the range of the processes. We give several processes with range containning interval.
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