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Levy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.
In this paper we constructed a special time-changed Levy 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.
作者
张云秀
ZHANG Yun-xiu(Department of Applied Mathematics, Nanjing Forestry University, Nanjing 210037, China)
出处
《华东师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2017年第2期1-7,19,共8页
Journal of East China Normal University(Natural Science)
基金
南京林业大学青年科技创新基金(CX2016022)
