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Revuz measures under time change

Revuz measures under time change
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摘要 In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process. In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.
出处 《Science China Mathematics》 SCIE 2008年第3期321-328,共8页 中国科学:数学(英文版)
基金 the National Natural Science Foundation of China (Grant No. 10771131) the National Basic Research Program of China (973 Program) (Grant No. 2007CB814904)
关键词 time CHANGE continuous ADDITIVE FUNCTIONAL JUMPING MEASURE FELLER MEASURE time change continuous additive functional jumping measure Feller measure 60J45 60J40
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参考文献15

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