论文标题
沃尔什蜘蛛扩散随着时间的变化多参数流程
Walsh Spider Diffusions as Time Changed Multi-parameter Processes
论文作者
论文摘要
受到多臂匪徒模型的分配策略的启发，我们提出了沃尔什蜘蛛扩散的路径构造。对于星形图上的任何无限发电机，都存在与多参数过程相关的唯一时间变化，因此该多参数过程的时间变化是所需的扩散。时间变化对每个边缘上过程的时间分配的解释都可以从一个方程式中明确得出。
Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph, there exists a unique time change associated with a multi-parameter process such that the time change of this multi-parameter process is the desired diffusion. The time change has an interpretation of time allocation of the process on each edge, and it can be derived explicitly from a family of equations.
