The expansion performance for some skew diffusion processes

来源 :2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes | 被引量 : 0次 | 上传用户：wajohn

【摘要】

：

　　We consdier a class of skew diffusion processes,and the processes may be theoretically regarded as an extended class of the well-known reflected processes.I

【作者】

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Yongjin Wang

【机构】

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NankaiUniversity,China

【出处】

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2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes

【发表日期】

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2016年4期

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　　We consdier a class of skew diffusion processes,and the processes may be theoretically regarded as an extended class of the well-known reflected processes.In this talk we focus on some typical skew difussions,and we study the transition densities and the hitting times of the processes.By the way of the solution expansion of PDE,we could get some explict expressions for those characteristic quantities of the processes.The results are helpful for further studying the properties of the processes and for the use of processes in some application context as well.

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