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    鲁大伟

    • 教授     博士生导师   硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:数学科学学院,π空间,512室

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    THE EXIT PROBABILITIES OF BROWNIAN MOTION WITH VARIABLE DIMENSION APPLYING TO THE CONTROL OF POPULATION GROWTH

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    论文类型:期刊论文

    发表时间:2013-09-01

    发表刊物:INTERNATIONAL JOURNAL OF BIOMATHEMATICS

    收录刊物:SCIE、Scopus

    卷号:6

    期号:5

    ISSN号:1793-5245

    关键字:Small ball estimate; biological population; Brownian motion

    摘要:Using the theory of small ball estimate to study the biological population for keeping ecological balance in an ecosystem, we consider a Brownian motion with variable dimension starting at an interior point of a general parabolic domain D-t in Rd(t)+1 where d(t) >= 1 is an increasing integral function as t -> infinity, d(t) -> infinity. Let tau D-t denote the first time the Brownian motion exits from D-t. Upper and lower bounds with exact constants of log P(tau D-t > t) are given as t -> infinity, depending on the shape of the domain D-t. The problem is motivated by the early results of Lifshits and Shi, Li, Lu in the exit probabilities. The methods of proof are based on the calculus of variations and early works of Lifshits and Shi, Li, Shao in the exit probabilities of Brownian motion.