摘要
设X是一个跳过程,本文解决了X的Bahyage问题,证明了X的任何自然可加泛函均能表示为一个连续的积分型可加泛函,还建立了X的下包络原理。
Let X be a jump Markov Process. In this paper, we investigate the Balayage Problem of a new form for X which is finer than the Balayage Problem in classical case and prove a representation Theorem of additive functionals for X: If A= {A_t,t≥0} is a nature additive functional of X,then, under some conditions, there exists a non-negative function g_A such that A_t=∫_0~gA(X_)ds andthe exact form of g_A is given. Also we get the lower envelope principle: If {Ug_1,Ug_2,……} is a sequence of potential functions of X, then under certain conditions there is a non-negative function g such that inf(n≥1) Ug_=Ug.
出处
《武汉大学学报(自然科学版)》
CSCD
1993年第3期9-15,共7页
Journal of Wuhan University(Natural Science Edition)
基金
国家自然科学基金资助的课题
国家教委"留学回国人员科研资助费"资助的课题
关键词
跳过程
可加泛函
Balayage问题
potential, jump process, additive functional, Balayage problem, envelope principle