两参数马尔可夫过程及位势的性质
来源期刊:中南大学学报(自然科学版)1996年第6期
论文作者:王国富
文章页码:728 - 732
关键词:马尔可夫过程; 半群; 位势
Key words:Markov processes; semigroups; potentials
摘 要:研究了两参数马尔可夫过程及位势中的一些问题,得到了两参数位势的预解方程式及Dynkin公式.
Abstract: In this paper some problems in the potential theory of two-parameter Makov processes are investigated. Resolvent equations and Dynkin's formula which are similar to those for one-parameter case are obtained.