摘要
文献[2]中研究了Q过程的D*型延拓.本文从取定的向量α及B型Q过程P(t)出发,从样本轨道上构造了一类马氏过程并且是Q过程X*(t),它是B型Q过程D*型延拓的另一种实现,且证明方法是新的.X*(t)取特例,即给出了[1]中广泛意义下的(即Q不必保守)Doob过程的样本轨道.
In reference [2] the author discusses D* -type extension of the Q process. Inthis paper,from the taken vector a and B-type Q process we have by samplelocus constructed a class X* (t) of Markov Process,which is Q process. It isanother realization of D* -type extension of the B-type Q process,and themethod to proof is new. Taking special case of X' (t),we have given samplelocus of expansive sense (namely,the Q needn't be conservative)Doob-pro-cess at [1].
出处
《长沙铁道学院学报》
CSCD
1997年第1期102-107,共6页
Journal of Changsha Railway University
关键词
B型Q过程
D型延拓
样本构造
随机过程
B-type Q process, D~* - type extension, sample construction, G transformation, X~* (t) process, expansive Doob process