摘要
本文考虑Ｏｒｎｓｔｅｉｎ－Ｕｈｌｅｎｂｅｃｋ型马氏过程的局部时，证明了在一定情形下局部时的存在性，并给出了不存在的反例，同时讨论了这类过程的占位时，指出了在某些限制性条件下，占位时密度的平方可积性．
The local times are considered for Ornstein-Uhlenbeck type Markov pro-cesses. In sonie cases the existence of local time for the process has been demonstrated.Meanwhile,occupation times have also been introduced and their existence for this classof processes will finally be revealed in some special situations
关键词
马氏过程
局部时
占位时
存在性
α-stable process
Ornstein-Uhlenbeck type Markov process
local time
occupationtime
potential density
