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We consider a stochastic flow driven by a finite-dimensional Brownian
motion. We show that almost every realization of such a flow exhibits strong
statistical properties such as th...
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
2011/8/30
Abstract: We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the def...