One-dimensional bi-generalized diffusion processes
نویسندگان
چکیده
منابع مشابه
On a Generalized Arc-sine Law for One-dimensional Diffusion Processes
Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.
متن کاملGeneralized Fronts for One-dimensional Reaction-diffusion Equations
For a class of one-dimensional reaction-diffusion equations, we establish the existence of generalized fronts, as recently defined by Berestycki and Hamel. We also prove uniform nondegeneracy estimates, such as a lower bound on the time derivative on some level sets, as well as a lower bound on the spatial derivative.
متن کاملA Generalized Backward Equation For One Dimensional Processes
Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f , the backward Kolmogorov equation gives a condition for f(t,X) to be a local martingale. We generalize the backward equation in two main ways. First, it is extended to non-differentiable functions. Second, the process X is not required to...
متن کاملSimulation of Generalized Synchronization Processes on One-Dimensional Cellular Automata
Cellular automata are considered to be a nice model of complex systems in which an infinite onedimensional array of finite state machines (cells) updates itself in synchronous manner according to a uniform local rule. We study a generalized synchronization problem that gives a finite-state protocol for synchronizing a large scale of cellular automata with an initial initiator at any generalized...
متن کاملA Generalized Feynman-Kac Formula For One Dimensional Processes
Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f , the Feynman-Kac formula gives a condition for f(t,X) to be a local martingale. We generalize the Feynman-Kac formula in two main ways. First, it is extended to nondifferentiable functions. Second, the process X is not required to satisfy...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Mathematical Society of Japan
سال: 1989
ISSN: 0025-5645
DOI: 10.2969/jmsj/04120213