摘要
侯振挺等[1]引入了一类具有广泛应用前景的随机过程-Marboy骨架过程.本文研究这类过程积分型泛函的分布和矩及其计算问题.作为应用,我们得到了Doob过程,生灭过程积分型泛函的分布和矩的公式,尤其对于生灭过程,利用本文的方法也得到了[4]中定理1-3的结果.
Z.T. Hou, Z.M. Liu, J.Z. Zou~[l] introduced a kind of stochastic processes with wide prospect on application. This paper is devoted to the distributions and moments of integral-type functional for this kind of processes and their calculation. As for application, we obtain the formulas of the distributions and moments for Doob-processes, Birth and Death processes. Particularly, for Birth and Death processes, we also obtain the same results as [4; theorem 1-3] by using the present methods.
出处
《应用数学学报》
CSCD
北大核心
2001年第2期277-283,共7页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金资助项目