半Markov布朗运动

Semi-Markov Brownian Motion

侯振挺等 [1 ]提出了 Markov骨架过程的概念 ,文献 [2 ]讨论了布朗生灭过程 ,在此基础上 ,提出了半马氏布朗运动的概念 ,讨论它的存在性 ,一维分布 ,积分型泛函的分布与矩 。

Z.T.H introduced a king of stochastic processed Markov skeleton processes and Brown birth and death process was researched in .On the basis of those,in this paper,we give the definition of semi Markov Brownian motion,and deal with its existence,one dimensional distribution,distributions and moments of integral type functional.We obtain the computational formula of its one dimensional distribution and the recurrent formla of distributions and moments of integral type functional.