| 广义n参数Wiener过程和广义OUPn的导出过程的注记 |
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| 引用本文： | 方世祖. 广义n参数Wiener过程和广义OUPn的导出过程的注记[J]. 数学研究, 1996, 29(4): 99-102 |
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| 作者姓名： | 方世祖 |
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| 作者单位： | 广西大学数学与信息科学系 |
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| 摘 要： | 记为非负单增函数且一阶偏导数均存．本文证明：（ｉ）广义ｎ参数Ｗｉｅｎｅｒ过程（ＧＢｎ）和广义ｎ参数Ｏｒｎｓｔｅｉｎ－Ｕｈｌｅｎｂｅｃｋ过程（广义ＯＵＰｎ）在Ｄ中导出的过程是马氏过程；（ｉｉ）如果ＧＢｎ（或广义ＯＵＰｎ）在Ｄ中导出的过程成为某个ＧＢｋ（或某个广义ＯＵＰｋ），则ｆｊ（ｔ１…，ｔｋ）未必恒为正常数．（ｊ＝ｋ＋１，…，ｎ）．
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| 关 键 词： | Wiener过程 Ornstein-Uhlenbeck过程 马氏过程 L-S测度 概率分布函数 |
Notes on Processes Induced by the Generalized Wiener Process with N-Parameters and the Generalized Ornstein-Uhlenbeck process with N-Parameters |
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| Fang Shizu. Notes on Processes Induced by the Generalized Wiener Process with N-Parameters and the Generalized Ornstein-Uhlenbeck process with N-Parameters[J]. Journal of Mathematical Study, 1996, 29(4): 99-102 |
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| Authors: | Fang Shizu |
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| Abstract: | Let D be the subset of is derivable and increasions. W is the process induced by the generalized Wiener process with n-parameters (GBn) on D,Y is the process induced by the generalized Ornstein-Uhlenbeck Process with n-parameters (GOUPn)on D.It is showed that:(i)W and Y are Markov process;(ii)Not all are constants even if W(or Y)is GBk(or GOUPk) |
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| Keywords: | Generalized Wiener Process with n-parameters Markov proverty Lebesgue-Stieltjes measure |
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