Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
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概要
著者
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Watanabe Toshiro
Center For Mathematical Sciences The University Of Aizu
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Sato Ken-iti
Department of Mathematics, College of General Education, Nagoya University
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Yamamuro Kouji
Department of Mathematics, School of Science, Nagoya University
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Yamazato Makoto
Department of Mathematics, Nagoya Institute of Technology
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Sato Ken-iti
Department Of Mathematics College Of General Education Nagoya University
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Yamamuro Kouji
Department Of Mathematics School Of Science Nagoya University
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Yamazato Makoto
Department Of Mathematical Sciences College Of Science University Of The Ryukyus
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Watanabe Toshiro
Center for Mathematical Sciences, The University of Aizu
関連論文
- Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
- Recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
- Hitting time distributions of single points for 1-dimensional generalized diffusion processes
- Behavior of modes of a class of processes with independent increments
- Some results on continuous time branching processes with state-dependent immigration
- Limit theorems for hitting times of 1-dimensional generalized diffusions
- On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes
- On Bassel transforms of multimodal increasing Levy processes
- Some examples on unimodality of Levy processes
- Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
- Oscillation of modes of some semi-stable Levy processes