两指标Feller过程的中性马氏性和自然σ域族的右连续性

MODERATE MARKOV PROPERTY AND RIGHT CONTINUITY OF NATURAL FILTRATIONS OF TWO-PARAMETER FELLER PROCESSES

本文证明了满足某些附加条件的两指标Feller过程具有中性马氏性和类似于拟左连续性的一种性质。证明了一类两指标马氏过程的宽过去自然σ域族为右连续。这个类包含具有右连续样本函数的Feller过程。

In this paper it is shown that two-parameter Feller processes satisfying some additional conditions possess the moderate Markov property and a property which is similar to quasi-left continuity. It is shown that the wide-past natural filtrations of a kind of two-parameter Markov processes are right continuous. The kind includes Feller processes with right continuous sample functions.