广义Levy单的样本性质-概率论与数理统计专业论文.docxVIP

I I 摘 要 Levy单是一种特殊的零初值两参数的独立增量过程,它将连续型的布郎单和 离散型的泊松单综合在一块进行研究,而广义Levy单更具一般性, 在经济金融等众 多领域中有着十分广泛的应用,因此对它的研究有很重要的意义，但少有学者对 其进行全面、系统的研究. 本文中，我们定义了Levy单和广义Levy单，并将Levy单的一些样本性质推 广到广义Levy单，例如随机连续性和可分性以及一些局部性质，在此，我们得到 了很多重要的结果.最后，我们讨论了广义Levy单的正切函数. 本文共分四章，第一章介绍了问题的研究背景，概述了本文的主要工作，并 且给出了研究中将要用到的一些预备知识. 第二章简单给出了Levy单的样本轨 道性质，第三章，我们将第二章给出的Levy单的样本性质推广到广义Levy单，并 阐述了广义Levy单的正切函数，第二章和第三章是本文的重点. 第四章介绍了广 义Levy单的一些应用领域以及本文研究过程中存在的几个问题. 关键词:马氏过程:广义Levy单:随机连续:局部性质 I II Abstract Levy sheet is a special independent increment process of zero initial value and two-parameter,it combine with the Brown sheet of continuous type and the Poisson sheet of discrete type to study,however, generalized Levy sheet is more general,and has a very wide range of applications in economic and financial, etc many fields, but few scholars carry on the comprehensive and systematic research. In this paper,We define the Levy sheet and generalized Levy sheet,then ex- tend some of the sample properties of Levy sheet to generalized Levy sheet,such as random continuity and separability,and some of its local property,here, we get a lot of important results. In the end, we discuss the tangent function of generalized Levy sheet. This paper is divided into four chapters, the first chapter presents the re- search background, summarizes the main work of this paper, and give some pre- requisites that the study will use. The second chapter we simply give the sample orbital properties of Levy sheet, the third chapter,we extend some of the sample properties of Levy sheet to generalized Levy sheet and discuss the tangent func- tion of generalized Levy sheet, the second chapter and the third chapter is the focus of this paper. The fourth chapter presents some application fields of the generalized Levy sheet and several problems of this paper existing in the course of the study. Keywords: markov process;generalized Levy sheet;random continuity ;local prop- erty. I III 目 录 第一章 绪 论 . . . . . . . . . . . . . . . . . . . . . . . .