TWO-PARAMETER HOMOGENEOUS MARKOVIAN PROCESS

被引:1
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作者
罗首军
机构
[1] Dept. of Math.
[2] Nankai Univ.
[3] Tianjin
关键词
Pro; TWO-PARAMETER HOMOGENEOUS MARKOVIAN PROCESS; OU;
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摘要
Cairoli defined a two-parameter transition function ("Transition function" is written as t.f. briefly afterwards) on a measurable space (E, (?) as functions ps,t(x,y, z, B), s, t>0 on E3×(?), which satisfy the following conditions (for all s, t>0): (1)For every fixed (x, y, z)∈E3, ps,t(x, y, z, B) is a probability on B; (2) For fixed B∈(?), ps,t(x, y, z, B) is (?)3-measurable; (3) For all (x, y,z)∈E3, ξ∈E, B∈(?) and u,v>0,
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页码:315 / 322
页数:8
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