| 随机流的超过程的状态分解 |
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| 引用本文： | 赵巧玲,刘孝书,阎国军. 随机流的超过程的状态分解[J]. 数学季刊, 2006, 21(3): 406-415 |
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| 作者姓名： | 赵巧玲 刘孝书 阎国军 |
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| 作者单位： | Department of Mathematics，Shangqiu Normal College，Shangqiu 476000，China; Department of Mathematics，Zhengzhou University，Zhengzhou 450001，China |
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| 基金项目： | Supported by the Nature Science Foundation of Henan(2004601018) |
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| 摘 要： | In this paper, we reconstruct the superprocesses of stochastic flows by martingale method, and prove that if and only if the infinitesimal particles never hit each other, then atomic part and diffuse part of this kind of superprocesses will be also superprocesses of stochastic flows. This result completely answers the open problem in [1].
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| 关 键 词： | 非常进程 随机流 鞅 态分解 |
State Descomposition of Superprocesses of Stochastic Flows |
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| ZHAO Qiao-ling,LIU Xiao-shu,YAN Guo-jun. State Descomposition of Superprocesses of Stochastic Flows[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(3): 406-415 |
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| Authors: | ZHAO Qiao-ling LIU Xiao-shu YAN Guo-jun |
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| Affiliation: | [1]Department of Mathematics, Shangqiu Normal College, Shangqiu 476000, China [2]Department of Mathematics, Zhengzhou University, Zhengzhou 450001, China |
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| Abstract: | In this paper, we reconstruct the superprocesses of stochastic flows by martingale method, and prove that if and only if the infinitesimal particles never hit each other, then atomic part and diffuse part of this kind of superprocesses will be also superprocesses of stochastic flows. This result completely answers the open problem in [1]. |
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| Keywords: | superprocesses stochastic flows martingale method martingale problem state decomposition |
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