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多维非退化扩散过程的象集与图集的一致Packing维数
THE UNIFORM PACKING DIMENSIONS FOR THE IMAGE SETS AND GRAPH SETS OF THE NONDEGENERATE MULTIDIMENSIONAL DIFFUSION PROCESSES
【摘要】 设B(t)=(B(t))=(B1(t),B2(t),…,BN(t))为N维Brown运动,设α(x)= (αij(x),1■i■d,1■j■N),β(x)=(βi(x),1■i■d),x∈Rd,1■d■N,α(x)和β(x)有界连续和满足Lipchitz条件,且存在常数c0>0,使得对每个x∈Rd,a(x)=α(x)α(x)*的每个特征根都不小于c0.设dX(t)=α(X(t))dB(t)+β(X(t))dt,设d■3.可以证明P(ω:DimX(E,ω)=DimGRX(E,ω)=2DimE,■E∈β[0,∞))=1这里X(E,ω)={X(t,ω):t∈E},GRX(E,ω)={(t,X(t,ω)):t∈E},DimF表示F的Packing维数.
【Abstract】 Let X(t)=X(O)+∫0tα(X(s))dB(s)+∫otβ(X(s))ds be a d-dimensional non- degenerate diffusion processes,where B(t)is a Brownian Motion.Ifα(x)andβ(x)are bounded continuous and satisfy Lipschitz conditions on Rd,and a(x)=α(x)α(x)* is uniformly positive definite,that is,for some positive constant co such that a(x)■c0Id×d,for all x E Rd,then we prove that when d■3,one have P(ω:DimX(E,ω)= DimGRX(E,ω)=2DimE,■E∈B[0,∞))=1 where DimF denote the Packing dimension of F for F■Rl(l■1),and X(E,ω)={X(t,ω): t∈E},GRX(E,ω)={(t,X(t,ω)):t∈E},ω∈Ω.
【Key words】 Diffusion process; Brownian motion; image set; graph set; packing dimension;
- 【文献出处】 系统科学与数学 ,Journal of Systems Science and Mathematical Sciences , 编辑部邮箱 ,2007年05期
- 【分类号】O211.6
- 【下载频次】22