右过程的一般停时变换

ON THE GENERAL STOPPING TIME CHANGES 0F RIGHT PROCESSES

本文通过研究右过程的一般停时变换。

Let X=(Ω,ξ,ξ_t,X_t,θ_t,P￣x)be a right processes in the Radon SpaceE with tran sition semigroup (P_t),and let r=(τ_t)be a(ξ_t)-stopping timechange,i.e.is a(ξ_t)stopping time for each it and t→τ_t isnondecreasig almost surely、In this paper we give some sufficient conditions,under which X￣τ(Ω,ξ,ξ_τ,X_τ,θ_τ,P￣x),the τ-change of X,is still aa right process.