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Girsanov变换下的Revuz测度(英文) 被引量:1
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作者 宋瑞丽 《应用概率统计》 CSCD 北大核心 2011年第6期569-578,共10页
在本文中,我们将研究Hunt过程在Girsanov变换下的Revuz测度、能量泛函、容量以及Lévy系是如何变换的.
关键词 GIRSANOV变换 revuz测度 能量泛函 容量 Lévy系.
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Revuz Measures,Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function
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作者 Ruili SONG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2016年第6期865-874,共10页
The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy... The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy functionals, capacities and Lévy systems in this paper. 展开更多
关键词 Girsanov transform revuz measure Energy functional Capacity Levy system
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关于弱对偶Markov过程的置换恒等式
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作者 杜国忠 《广西大学学报(自然科学版)》 CAS CSCD 1999年第2期123-124,共2页
在弱对偶Markov过程的框架下,证明了能量泛函的置换恒等式及Revuz测度与位势算子的置换恒等式。
关键词 置换恒等式 马氏过程 弱对偶马氏过程
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关于调和函数的注记
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作者 彭家南 《天津第二医学院学报》 1994年第4期34-34,38,共2页
关键词 调和函数 revuz测度 可加泛函
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ADDITIVE FUNCTIONALS AND PERTURBATION OF SEMIGROUP 被引量:1
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作者 JIN MENGWEI, YING JIANGANG Department of Mathematics, Zhejiang University, Hongzhou 310027, China. Email: .jmw@math.zju.edu.cn Department of Mathematics, Zhejiang University, Hongzhou 310027, China. Email: jying@math.zju.edu.cn 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2001年第4期503-512,共10页
The perturbation of semigroup by a multiplicative functional with bounded variation is investigated in the frame of weak duality. The strong continuity and Schrodinger type equation of the perturbated semigroup are di... The perturbation of semigroup by a multiplicative functional with bounded variation is investigated in the frame of weak duality. The strong continuity and Schrodinger type equation of the perturbated semigroup are discussed. A few switching identities and formulae conerning dual additive functionals and Revuz measures are given. 展开更多
关键词 Right processes revuz measures Additive functional
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Energy functionals and killing transform
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作者 YING JiangangDepartment of Mathematics, Zhejiang University, Hangzhou 310027, China Istitute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China 《Chinese Science Bulletin》 SCIE EI CAS 1997年第19期1593-1596,共4页
LET X=(X<sub>t</sub>,P<sup>x</sup>) be a right Markov process with state space (E,ε), semigroup (P<sub>1</sub>) andresolvent (U<sup>q</sup>). As in ref.[1, 2], ... LET X=(X<sub>t</sub>,P<sup>x</sup>) be a right Markov process with state space (E,ε), semigroup (P<sub>1</sub>) andresolvent (U<sup>q</sup>). As in ref.[1, 2], we denote by Exc<sup>q</sup>(X ), Dis<sup>q</sup>(X) and Con<sup>q</sup>(X) thecones of excessive, dissipative, conservative measures of X, respectively, and by S<sup>q</sup>(X) thecone of excessive functions of X. By convention we drop the superscript q when it is zero. LetMF be the set of all exact multiplicative functional of X. For any given M∈MF, writeE<sub>M</sub>:= {x∈E:P<sup>M<sub>0</sub> = 1</sup> = 1} and S<sub>M</sub>: = inf} t】0: M<sub>1</sub>= 0 } for the set of 展开更多
关键词 RIGHT processes MULTIPLICATIVE FUNCTIONALS revuz measures energy FUNCTIONAL capacity.
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Measures Not Charging Polar Sets and Schrodinger Equations in L^p
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作者 Lucian BEZNEA Nicu BOBOC 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第2期249-264,共16页
We study the SchrSdinger equation (q -£)u +μu = f, where £ is the generator of a Borel right process and μ is a signed measure on the state space. We prove the existence and uniqueness results in Lp, 1 ≤p 〈∞... We study the SchrSdinger equation (q -£)u +μu = f, where £ is the generator of a Borel right process and μ is a signed measure on the state space. We prove the existence and uniqueness results in Lp, 1 ≤p 〈∞ . Since we consider measures μcharging no polar set, we have to use new tools: the Revuz formula with fine versions and the appropriate Revuz correspondence, the perturbation (subordination) operators (in the sense of G Mokobodzki) induced by the regular strongly supermedian kernels. We extend the results on the SchrSdinger equation to the case of a strongly continuous sub-Markovian resolvent of contractions on Lp. If the measure μ is positive then the perturbed process solves the martingale problem for £- μ and its transition semigroup is given by the Feynman-Kac formula associated with the left continuous additive functional having μ as Revuz measure. 展开更多
关键词 SchrSdinger equation LP-resolvent measure perturbation revuz correspondence RIGHT
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REMARKS ON h-TRANSFORM AND DRIFT 被引量:3
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作者 YING JIANGANG (Department of Mathematics, Zhejiang University, Hangzhou 310027, China.) 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1998年第4期473-478,共6页
The author studies the h-transforms of symmetric Markov processes and corresponding Dirichlet spaces, and also discusses the drift transformation of Fukushima and Takeda’s type[2] and improves their result by a diffe... The author studies the h-transforms of symmetric Markov processes and corresponding Dirichlet spaces, and also discusses the drift transformation of Fukushima and Takeda’s type[2] and improves their result by a different approach. 展开更多
关键词 Right processes revuz measures H-TRANSFORM
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LEVY PROCESSES AND HOMOGENEOUS KILLING TRANSFORMATION
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作者 应贤刚 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1997年第4期405-409,共6页
n this paper we introduce homogeneous multiplicative functionals of Levy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by suly-Lvy processes throug... n this paper we introduce homogeneous multiplicative functionals of Levy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by suly-Lvy processes through the killing transformation. 展开更多
关键词 Lvy processes multiplicative functionals revuz measures sector condition
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