کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5130162 1378662 2016 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Processes iterated ad libitum
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Processes iterated ad libitum
چکیده انگلیسی

Consider the nth iterated Brownian motion I(n)=Bn∘⋯∘B1. Curien and Konstantopoulos proved that for any distinct numbers ti≠0, (I(n)(t1),…,I(n)(tk)) converges in distribution to a limit I[k] independent of the ti's, exchangeable, and gave some elements on the limit occupation measure of I(n). Here, we prove under some conditions, finite dimensional distributions of nth iterated two-sided stable processes converge, and the same holds the reflected Brownian motions. We give a description of the law of I[k], of the finite dimensional distributions of I(n), as well as those of the iterated reflected Brownian motion iterated ad libitum.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 126, Issue 11, November 2016, Pages 3353-3376
نویسندگان
, ,