Random Fourier series and continuous additive functionals of Lévy processes on the torus
نویسندگان
چکیده
منابع مشابه
Additive Functionals of Several Lévy Processes and Intersection Local Times
Different extensions of an isomorphism theorem of Dynkin are developed and are used to study two distinct but related families of functionals of Lévy processes; n-fold “near-intersections” of a single Lévy process and continuous additive functionals of several independent Lévy processes. Intersection local times for n independent Lévy processes are also studied. They are related to both of the ...
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بسیاری از پدیده ها در جهان ما اساساً غیرخطی هستند، و توسط معادلات غیرخطی بیان شده اند. از آنجا که ظهور کامپیوترهای رقمی با عملکرد بالا، حل مسایل خطی را آسان تر می کند. با این حال، به طور کلی به دست آوردن جوابهای دقیق از مسایل غیرخطی دشوار است. روش عددی، به طور کلی محاسبه پیچیده مسایل غیرخطی را اداره می کند. با این حال، دادن نقاط به یک منحنی و به دست آوردن منحنی کامل که اغلب پرهزینه و ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1996
ISSN: 0091-1798
DOI: 10.1214/aop/1065725178