Feller-Brown运动的游程与Tanaka公式

Excursions and Tananka Formula of Feller-Brownian Motions

摘要: 讨论了Feller-Brown运动关于状态0的游程理论,利用游程理论构造了所有的Feller-Brown运动,并给出了这类过程的Tanaka公式

Abstract: The excursion theory of Feller-Brownian motions about the state of 0 was discussed. All the Feller-Brownian motions were structured by using the excursion theory and the Tanaka formula of this kind of processes were given