布朗運動之雙曲正弦與雙曲餘弦變換

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/7835

Title:	布朗運動之雙曲正弦與雙曲餘弦變換
Authors:	吳政訓;Cheng-Hsun Wu
Contributors:	數學研究所
Keywords:	布朗運動;Bownian motion
Date:	2004-06-01
Issue Date:	2009-09-22 11:06:42 (UTC+8)
Publisher:	國立中央大學圖書館
Abstract:	本文主要論點是將分解為及。首先討論、及的機率性質，其次推廣至及，推廣至及，再作相同的討論。因為，所以我們也討論有多少及的機率性質經加法後成為的機率性質。 Let denote a Brownian motion, based on the fact , we first discuss the probability properties of , and . Then we generalize to and , and generalize to and . We finally study probability properties about these generalizations. We also compare properties of to the condition of the corresponding properties of and .
Appears in Collections:	[Graduate Institute of Mathematics] Electronic Thesis & Dissertation

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