暂留Bessel过程的将来极小值及其位置的联合分布
잠류Bessel과정적장래겁소치급기위치적연합분포
On the Joint Distribution of the Future Infimum and Its Location for a Transient Bessel Process
  • 万方数据
    数学研究与评论 수학연구여평론
    JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION
    2001年 3期 344-348 ,共5页

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    对暂留Bessel过程X，令I(t)=infs>tX(s)及ξ(t)＝inf{u≥t：X(u)＝I(t)}， 本文求出了I(t)，ξ(t)及Xt的联合分布.
    대잠류Bessel과정X，령I(t)=infs>tX(s)급ξ(t)＝inf{u≥t：X(u)＝I(t)}， 본문구출료I(t)，ξ(t)급Xt적연합분포.
    For a transient Bessel process X let I(t) ＝ inf>tX(s) and ε(t) ＝ inf{u >t: X(u) ＝ I(t)}. In this note we compute the joint distribution of I(t),ε(t) and Xt.
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