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REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM
作者姓名:蒋义文  刘禄勤
作者单位:[1]DepartmentofMathamatics,WuhanUniversity,Wuhan430072,ChinaMilitaryEconomicAcaldemy,Wuahn,430035,China [2]DepartmentofMathematics,WuhanUniversity,Wuhan430072,China
基金项目:Research supported by the National Nature Science Foun- dation of China (10271091)
摘    要:The representation of additive functionals and local times for jump Markov processes are obtained,The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented.

关 键 词:加性泛函  跳跃Markov过程  泛函极限定理  局部时  中等偏差  生死过程  不连续点

REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM
Jiang Yiwen.REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM[J].Acta Mathematica Scientia,2003,23(1):117-123.
Authors:Jiang Yiwen
Institution:Jiang YiwenDepartment of Mathamatics,Wuhan University,Wuhan 430072,China Military Economic Academy,Wuhan 430035,ChinaLiu Luqin Department of Mathematics,Wuhan University,Wuhan 43007S,China
Abstract:The representation of additive functionals and local times for jump Markov processes are obtained. The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented.
Keywords:Additive functional  q-process  local time  moderate devaition  jump process
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