首页   按字顺浏览 期刊浏览 卷期浏览 On oblique reflecting switched diffusion processes
On oblique reflecting switched diffusion processes

 

作者: Jai Heui Kim,   Jung Hoon Song,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 2000）
卷期: Volume 18, issue 4  

页码: 555-569

 

ISSN:0736-2994

 

年代: 2000

 

DOI:10.1080/07362990008809685

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper, we construct an oblique reflecting switched diffusion process and give the Skorohod representation for this process by using the Dirichlet space theory. We show the tightness property for a sequence of these processes. To do this, we extend the Lyons–Zheng decomposition theorem to the oblique reflecting switched diffusion process

 

点击下载:  PDF (345KB)



返 回