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Markov过程修正的一则注记

A Note on the Modification of Markov's Stochastic Process.
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摘要 随机过程修正广泛应用于研究随机过程,随机流与随机微分系统.在本篇论文中,我们讨论具有Feller半群的Markov过程的修正,并给了Markov过程在状态空间S为非紧时修正定理的证明,并应用此修正定理构造了一个Feller过程的例子. A modification of stochastic process is applied in studing the stochastic process; stochastic flows and stochastic difierential systems. In this paper, we discusse a modification of Markov' s process with a Feller simagroup{Tt} and give a proof of theotem for modification of Markov' s process in which the state space is noncompact,finally we construct a example if a Feller process the thectem of medications.
出处 《宜春学院学报》 2004年第4期10-13,共4页 Journal of Yichun University
关键词 Markov过程修正 非紧状态空间 单点紧化 MARKOV过程 Feller过程 <Keyword>modification of stochastic process,noncompact state space,one point comapctioncation,Markov's process,Feller's process
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