This work aims to study moment of return time of time-homogeneous and null-recurrent one-dimension diffusion on[0,∞)with reflection boundary,to solve estimation of approximate solution of differential equation with reflection boundary satisfied by the Laplace transform in return time.Asymptotic estimation of probability distribution in return time is obtained using Tauberian lemma.When γ-moment is finite the range of order y is calculated.
关键词
扩散过程/回返时的矩/零常返/反射边界/Laplace变换
Key words
diffusion process/the moment of return time/null-recurrent/reflection boundary/Laplace transform
维普
万方数据