ON INTERSECTIONS OF INDEPENDENT NONDEGENERATE DIFFUSION PROCESSES

(整期优先)网络出版时间:2014-01-11
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LetX(1)={X(1)(s),s∈R+}andX(2)={X(2)(t),t∈R+}betwoindependentnondegeneratediusionprocesseswithvaluesinRd.TheexistenceandfractaldimensionofintersectionsofthesamplepathsofX(1)andX(2)arestudied.Moregenerally,letE1,E2■(0,∞)andFRdbeBorelsets.AnecessaryconditionandasuffcientconditionforP{X(1)(E1)∩X(2)(E2)∩F=φ}>0areprovedintermsoftheBessel-RiesztypecapacityandHausdormeasureofE1×E2×Finthemetricspace(R+×R+×Rd,ρ),whereρisanunsymmetricmetricdefinedinR+×R+×Rd.Underreasonableconditions,resultsresemblingthoseofBrowianmotionareobtained.