一类耦合连续时间随机游走模型的控制方程

张云秀

doi:10.3969/j.issn.1000-5641.2017.02.001

一类耦合连续时间随机游走模型的控制方程

doi: 10.3969/j.issn.1000-5641.2017.02.001

张云秀

南京林业大学应用数学系, 南京 210037

基金项目:

南京林业大学青年科技创新基金 CX2016022

详细信息

作者简介:
张云秀, 女, 讲师, 研究方向为分形几何及其应用.E-mail:zhyunxiu@163.com

中图分类号: O175
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- 被引次数: 0
出版历程
- 收稿日期: 2016-06-28
- 刊出日期: 2017-03-25

The governing equation for a coupled CTRW

ZHANG Yun-xiu

Department of Applied Mathematics, Nanjing Forestry University, Nanjing 210037, China

摘要

摘要: 应用耦合连续时间随机游走模型构造出一类特殊的时变Lévy过程，研究了这类过程的控制方程并分别讨论了当时间过程为三种不同的逆从属过程时的控制方程以及各阶矩的情况.
- 耦合连续时间随机游走模型 /
- 时变Lévy过程 /
- 控制方程
Abstract: In this paper we constructed a special time-changed Lévy process by a coupled continuous time random walk (CTRW). Then we derived the governing equation for the process. When the time process was the inverse process of three different subordinators, the corresponding expressions of governing equations and moments of all orders were analyzed respectively.
- coupled CTRW /
- time-changed Lévy process /
- governing equation

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参考文献(14)

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