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Independent infinite Markov particle systems with jumps
S. Hiraba Department of Mathematics, Faculty of Science and Technology,
Tokyo University of Science, 2641 Yamazaki, Noda City,
Chiba 278-8510, Japan
Аннотация:
We investigate independent infinite Markov particle systems (IIMPSs) as measure-valued Markov processes with jumps. We shall give sample path properties and martingale characterizations. In particular, we investigate the Hölder right continuity exponent in the case where each particle participates in the absorbing $\alpha$-stable motion on $(0,\infty)$ with $0<\alpha<2$, that is, the time-changed absorbing Brownian motion on $(0,\infty)$ by the increasing $\alpha/2$-stable Lévy processes.
Ключевые слова:
Particle systems, measure-valued processes, jump processes.
Образец цитирования:
S. Hiraba, “Independent infinite Markov particle systems with jumps”, Theory Stoch. Process., 18(34):1 (2012), 65–85
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp19 https://www.mathnet.ru/rus/thsp/v18/i1/p65
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Страница аннотации: | 100 | PDF полного текста: | 38 | Список литературы: | 33 |
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