两参数Feller过程和随机微分方程解的马氏性

MARKOV PROPERTIES OF FELLER PROCESSES AND SOLUTION FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN THE PLANE

证明了一股的(齐次或非齐次)两参数右连续Feller过程的强马氏性,并讨论了随机微分方程■B为D×Ω上布朗单)的解的几种马氏性。

First, Markov properties of right-continuous Feller processesare obtained; then several Markov properties of solution for stochasticdifferencial equation are discussed.■where (B(s,t)) is a Brown Sheet, Z is a stochastic process in the (?)D.