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1)  first hitting time
首中时
1.
The explicit expressions are presented on the moment of the first hitting time and the hitting time for single birth processes.
给出了单生过程首中时、击中时一阶矩的显式表达 ,由此得到了单生过程平稳分布的显式表达 ,并计算了 3个具体例子的平稳分
2.
The explicit expressions are presented respectively on the polynomial moments and exponential moments of the first hitting time for single birth processes.
给出了单生过程首中时多项式阶矩和指数阶矩的显式表达 ,讨论了 4个判别准则的概率意义 ,并得到了单生过程指数遍历的一个显式判别准则 。
3.
The distributions of first hitting time and last exit time of a sphere for multiply iterated Brownian motion are presented.
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
2)  the first hitting time
首中时
1.
Applications of the first hitting time to price exotic options;
首中时在新型期权定价中的运用
2.
The moments of the first hitting time and the last exit time to a sphere for the nth iterated Brownian motion are discussed, a recursive formula and a general formula for the moments are obtained, respectively.
设τ(n)r ,σ(n)r 分别为n重迭代布朗运动关于球面的首中时与末离时 ,得到了Eτ(n)r 与Eσ(n)r 递推公式及一般公式 。
3)  Hitting time
首中时
1.
Distributions of hitting point and hitting time for right Brownian motion are obtained,and it is proved that the right Brownian motion is transient.
给出了右Brown 运动的首中点及首中时的分布,并证明了右Brown 运动是暂留
2.
Transient expectation of level process is discussed and the Laplace transform and the mean of the hitting time of some positive level given that the process starts from some given positive level is computed.
作为衡量排队模型的重要指标,得到了此流体模型容量过程的期望值,以及首中时的拉普拉斯变换和期望。
4)  Distributions of the time
首中时分布
5)  the distributions of the time and place of hitting spheres from outside the sphere
球外一点首中位置或首中时分布
6)  hitting time of the process
随机过程的首中时
补充资料:秦中吟十首序
【诗文】:
贞元、元和之际,予在长安,闻见之间,有足
悲者。因直歌其事,命为《秦中吟》


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【出处】:
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