局部遍历随机环境下一个重伸缩过程收敛的结果A Convergence Result of a Rescale Process Within Locally Ergodic Random Environment
胡华;
摘要(Abstract)：
考虑一个重伸缩过程(Xη,εt)t≥0,假设{η(x)}x∈Z是由局部遍历性的概率测度分布的,本文研究此过程当ε→0时的极限。证明了在局部遍历性分布条件下,对于R上的二阶连续可微函数f(X)和某个与η独立的齐次扩散函数a(X),这个重伸缩过程依分布με收敛到R上具有无穷小生成元d/dX(a(X)d/dXf(X))的扩散过程。
关键词(KeyWords)： 局部遍历性;随机游动;重伸缩过程;无穷小生成元
基金项目(Foundation): 国家自然科学基金资助项目(61063020);; 宁夏自然科学基金资助项目(NZ1050);; 宁夏研究生教育创新计划项目(2010)
作者(Authors): 胡华;
DOI: 10.16088/j.issn.1001-6600.2012.02.024
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