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| EXCURSIONS AND LEVY SYSTEM OF BOUNDARY PROCESS |
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Citation： |
HE Ping,YING Jiangang.EXCURSIONS AND LEVY SYSTEM OF BOUNDARY PROCESS[J].Chinese Annals of Mathematics B,2003,24(4):491~500 |
| Page view： 1123
Net amount： 921 |
Authors： |
HE Ping; YING Jiangang |
Foundation： |
Project supported by the National Natural Science Foundation of China (No.10271109). |
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| Abstract： |
In this paper, the authors investigate the joint distribution of end points of excursion away
from a closed set straddling on a fixed time and use this result to compute the Levy system
and the Dirichlet form of the boundary process. |
Keywords： |
Markov process, Excursions, Levy system, Dirichlet form, Boundary process |
Classification： |
60J45 |
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