摘要
证明了一股的(齐次或非齐次)两参数右连续Feller过程的强马氏性,并讨论了随机微分方程■B为D×Ω上布朗单)的解的几种马氏性。
First, Markov properties of right-continuous Feller processesare obtained; then several Markov properties of solution for stochasticdifferencial equation are discussed.■where (B(s,t)) is a Brown Sheet, Z is a stochastic process in the (?)D.
出处
《湘潭大学自然科学学报》
CAS
CSCD
1991年第2期33-40,51,共9页
Natural Science Journal of Xiangtan University
关键词
Feller过程
随机微分方程
马氏性
Feller process
Markov process
stochastic differential equation
