摘要
本文讨论两参数随机过程的马氏性问题,发现了两参数过程X的单点马氏性与X_t^1、X_s^2的马氏性间的关系,两参数中心高斯过程Y的*-马氏性与Y_t^1、Y_s^2的马氏性间的关系.
In this paper are discussed Markov properties of two-parameter processes, the relation between the single-point Markov property of X and the Markov properties of X_t^1 and X_(?)~2, and the relation between *-Markov property of two-parameter centered Gauss process Y and the Markov properties of Y_t^1 and Y_(?)~2.
出处
《应用数学》
CSCD
北大核心
1992年第4期88-91,共4页
Mathematica Applicata
关键词
随机过程
马氏性
F4条件
Two-parameter stochastic process
Markov property
Condition F_4
