华东师范大学学报（自然科学版） >

2017 , Vol. 2017 >Issue 2: 1 - 7,19

DOI: https://doi.org/10.3969/j.issn.1000-5641.2017.02.001

数学

一类耦合连续时间随机游走模型的控制方程

  • 张云秀
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  • 南京林业大学 应用数学系, 南京 210037
张云秀,女,讲师,研究方向为分形几何及其应用.E-mail:zhyunxiu@163.com

收稿日期: 2016-06-28

  网络出版日期: 2017-03-23

基金资助

南京林业大学青年科技创新基金，（CX2016022）

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The governing equation for a coupled CTRW

  • ZHANG Yun-xiu
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  • Department of Applied Mathematics, Nanjing Forestry University, Nanjing 210037, China

Received date: 2016-06-28

  Online published: 2017-03-23

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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.

关键词： 耦合连续时间随机游走模型; 时变Lévy过程; 控制方程

本文引用格式

张云秀 . 一类耦合连续时间随机游走模型的控制方程[J]. 华东师范大学学报（自然科学版）, 2017 , 2017(2) : 1 -7,19 . DOI: 10.3969/j.issn.1000-5641.2017.02.001

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.

Key words： coupled CTRW; time-changed Lévy process; governing equation

参考文献

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