生灭过程的Ito游程理论

Ito’S Excursion Of Birth And Death Process

当生灭过程不唯一，且附加的虚状态∞是“瞬时”且正则时，其轨道结构是异常复杂的．主要工作是利用Ito的游程理论来分析处理这种生灭过程，研究其轨道性质，并最终得到预解式．此预解式具有清楚的概率意义，能够直观地反映生灭过程的轨道结构．

For the non-unique birth and death process with ∞ instantaneous and regular, the sample path structure is extremely complicated. The main jobs in this paper are to analyze and treat this kind of birth and death process utilizing Ito＇s excursion theory, study it＇s sample path properties, and finally obtain it＇s resolvent.This resolvent possesses a definite probability meaning, and it can reflect the path structure of birth and death process clearly and directly.