| REPRESENTATION OF SYMMETRIC SUPER－MARTINGALE MULTIPLICATIVE FUNCTIONALS |
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| 引用本文： | JIN Mengwei,YING Jiangang. REPRESENTATION OF SYMMETRIC SUPER－MARTINGALE MULTIPLICATIVE FUNCTIONALS[J]. 数学年刊B辑(英文版), 2002, 23(4): 469-474 |
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| 作者姓名： | JIN Mengwei YING Jiangang |
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| 作者单位： | JIN MENGWEI YING JIANGANGDepartment of Mathematics，Zhejiang University，Hangzhou 310027，China. E-mail: jmw@zju.edu.cn Institute of Mathematics，Fudan University，Shanghai 200433，China. E-mail: jying@fudan.edu.cn |
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| 基金项目： | Project supported by the National Natural Science Foundation of China. |
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| 摘 要： | The authors introduce concepts of even and odd additive functionals and prove that an even martingale continuous additive functional of a symmetric Markov process vanishes identically. A representation for symmetric super-martingale multiplicative functionals are also given.
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| 关 键 词： | 对称上鞅积性泛函 Markov过程 加性泛函 表示法 跳跃 消没 Borel－σ代数 |
| 收稿时间： | 2010-05-01 |
| 修稿时间： | 2015-10-01 |
REPRESENTATION OF SYMMETRIC SUPER-MARTINGALE MULTIPLICATIVE FUNCTIONALS |
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| JIN Mengwei and YING Jiangang. REPRESENTATION OF SYMMETRIC SUPER-MARTINGALE MULTIPLICATIVE FUNCTIONALS[J]. Chinese Annals of Mathematics,Series B, 2002, 23(4): 469-474 |
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| Authors: | JIN Mengwei and YING Jiangang |
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| Affiliation: | 1. Department of Mathematics, Zhejiang University, Hangzhou 310027, China
2. Institute of Mathematics, Fudan University, Shanghai 200433, China |
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| Abstract: | The authors introduce concepts of even and odd additive functionals and prove that an even martingale continuous additive functional of a symmetric Markov process vanishes identically. A representation for symmetric super-martingale multiplicative functionals are also given. |
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| Keywords: | Markov processes Additive functional Multiplicative functional |
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