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Your search keyword '"Zheng, Yan-Lin"' showing total 2 results
Start Over Author "Zheng, Yan-Lin" Journal applied mathematics and mechanics
2 results on '"Zheng, Yan-Lin"'

1. Existence and joint continuity of local time of multi-parameter fractional Lévy processes

Author

Zheng-yan Lin and Zong-mao Cheng

Subjects
Partial differential equation, Fractional Brownian motion, Mechanics of Materials, Applied Mathematics, Mechanical Engineering, Local time, Mathematical analysis, Decomposition (computer science), Brownian excursion, Fractional Poisson process, Lévy process, Gaussian random field, Mathematics
Abstract

In this paper, we introduce the definition of a multi-parameter fractional Levy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.

Published
2009

2. Maximal speed of particles in super-Lévy process

Author

Zheng-yan Lin and Zong-mao Cheng

Subjects
Mathematics::Complex Variables, Applied Mathematics, Mechanical Engineering, Mathematical analysis, Dimension function, Function (mathematics), Measure (mathematics), Lévy process, Packing dimension, Mechanics of Materials, Hausdorff dimension, Range (statistics), Brownian motion, Mathematics
Abstract

We introduce a super-Levy process and study maximal speed of all particles in the range and the support of the super-Levy process. The state of historical super-Levy process is a measure on the set of paths. We study the maximal speed of all particles during a given time period, which turns out to be a function of the packing dimension of the time period. We calculate the Hausdorff dimension of the set of a-fast paths in the support and the range of the historical super-Levy process.

Published
2008

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