生灭过程的Ito复合定理

Ito Synthesis Theory of Birth and Death Process

利用Ito复合定理,证明必存在一个生灭过程,使得该过程相对于∞状态的游程系,恰好是给定的满足规范性条件的游程系,并给出了该生灭过程及其预解式的具体形式.

By using Ito synthesis theory,a birth and death process was proved to be existed,and the excursion family of it at fictitious state ∞ was the given one satisfying regular condition.Besides,the functional forms of the birth and death process and its resolvent were expressed.