数学研究与评论
數學研究與評論
수학연구여평론
JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION
2004年
2期
191-197
,共7页
扩散过程%随机流%Hausdorff测度%流形
擴散過程%隨機流%Hausdorff測度%流形
확산과정%수궤류%Hausdorff측도%류형
diffusion process%stochastic flow%Hausdorff measure%manifold
本文的目的是讨论流形上由随机微分方程确定的扩散过程的体积零化性质.令Xt(x)是描述流形M上的微分同胚流x→Xt(x)的扩散过程,K是M中具有正有限Hausdorff测度的紧致曲面.我们给出Xt(K)的面积在t→∞时几乎必然趋于零的条件,特别地,随机流Xt(·)的渐近零化定向可求长弧γ:[0,1]→M的弧长.
本文的目的是討論流形上由隨機微分方程確定的擴散過程的體積零化性質.令Xt(x)是描述流形M上的微分同胚流x→Xt(x)的擴散過程,K是M中具有正有限Hausdorff測度的緊緻麯麵.我們給齣Xt(K)的麵積在t→∞時幾乎必然趨于零的條件,特彆地,隨機流Xt(·)的漸近零化定嚮可求長弧γ:[0,1]→M的弧長.
본문적목적시토론류형상유수궤미분방정학정적확산과정적체적령화성질.령Xt(x)시묘술류형M상적미분동배류x→Xt(x)적확산과정,K시M중구유정유한Hausdorff측도적긴치곡면.아문급출Xt(K)적면적재t→∞시궤호필연추우령적조건,특별지,수궤류Xt(·)적점근령화정향가구장호γ:[0,1]→M적호장.
The aim of this article is to discuss a volume nullification property of the diffusion process determined by a stochastic differential equation on a manifold. Let Xt (x) be a diffusion process describing a flow of diffcomorphisms x→Xt (x) in a manifold M, and K be a compact surface in M with positive finite Hausdorff measure. We present conditions under which the area of Xt(K) goes to zero almost surely and in moments as t →∞, in particular, the flow Xt(.) asymptotic nullifies the arc-lenth of oriented rectifiable arcs γ: [0, 1] → M.