Acta mathematica scientia,Series B ›› 2003, Vol. 23 ›› Issue (1): 117-123.

• Articles • Previous Articles     Next Articles

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)

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

CLC Number: 

  • 60F10
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