论文标题

反射布朗动作的扰动的路径分解

Path decompositions of perturbed reflecting Brownian motions

论文作者

Aïdékon, Elie, Hu, Yueyun, Shi, Zhan

论文摘要

我们对在打击时间和最小值时反映布朗尼运动(PRBM)的扰动的路径分解感兴趣。我们的研究依赖于Lawler和Werner [10]和Le Jan [13] - [14]开发的环汤,尤其是在Lupu [15]发现的结果上,确定了PRBM的偏移定律,该法律与Brownian Bridges的循环量度相比最低限度。

We are interested in path decompositions of a perturbed reflecting Brownian motion (PRBM) at the hitting times and at the minimum. Our study relies on the loop soups developed by Lawler and Werner [10] and Le Jan [13]-[14], in particular on a result discovered by Lupu [15] identifying the law of the excursions of the PRBM above its past minimum with the loop measure of Brownian bridges.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源