数学物理学报(英文版) ›› 2003, Vol. 23 ›› Issue (1): 117-123.

• 论文 • 上一篇    下一篇

REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM

 蒋义文, 刘禄勤   

  1. Department of Mathamatics, Wuhan University, Wuhan 430072, China
    Military Economic Academy, Wuhan 430035, China Department of Mathematics, Wuhan University, Wuhan 430072, China
  • 出版日期:2003-01-06 发布日期:2003-01-06
  • 基金资助:

    Research supported by the National Nature Science Foun-dation of China (10271091)

REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM

 JIANG Yi-Wen, LIU Lu-Qin   

  1. Department of Mathamatics, Wuhan University, Wuhan 430072, China
    Military Economic Academy, Wuhan 430035, China Department of Mathematics, Wuhan University, Wuhan 430072, China
  • Online:2003-01-06 Published:2003-01-06
  • Supported by:

    Research supported by the National Nature Science Foun-dation of China (10271091)

摘要:

The representation of additive functionals and local times for jump Markov processes are obtained. The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented

关键词: Additive functional, q-process, local time, moderate devaition, jump process

Abstract:

The representation of additive functionals and local times for jump Markov processes are obtained. The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented

Key words: Additive functional, q-process, local time, moderate devaition, jump process

中图分类号: 

  • 60F10