...布朗运动 ; 分形布朗运动 ; 提出的分数布朗运动 microscopic brownian motion 微观布朗运动 time Brownian motion 时空布朗运动 ..
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space-time Brownian motion 时空布朗运动
Distributions of the first hitting place and first hitting time for a conditioned Brownian motion to a hyperplane as well as its maximum excursions before hitting the hyperplanes are given.
给出了一类条件布朗运动关于超平面的首中位置与首中时间的分布，也给出了在首中超平面之前条件布朗运动的极大游程的分布。
The concept of varying-time dimension is presented and the original fractional Brownian motion model is extended to be a locally self-similarity stochastic process.
提出了时变维数的概念，对原有分数布朗运动模型加以拓展，使其成为具有局部自相似性的随机过程。
Abstract: The distributions of first hitting time and last exit time of a sphere for multiply iterated Brownian motion are presented.
文摘：给出了多重迭代布朗运动关于球面的首中时的分布与末离时的分布。
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