Brown运动的强马氏性及应用  

On Strong Markov Property of Brown Motion and Its Apllication

作　　者：李武装[1] 

机构地区：[1]安阳师范学院,河南安阳455002

出　　处：《安阳师范学院学报》2005年第5期17-18,共2页Journal of Anyang Normal University

摘　　要：随机过程{xt,t∈R+}称为马尔可夫过程,如果已知过程的“过去”和“现在”,则过程“将来”的条件概率可依赖于“现在”,所谓强马氏性即把可选时τ作为“现在”,过程仍具有马氏性,本文讨论证明Brown运动也具有强马性及Brown运动在一些方面的应用。Random process （Xt,t∈R＋）is called Markov process. If the “Past” and the “Present” of a process are given, the qualification probability of the process “Future” will only depends on the “Present”. The meaning of strong Markov property is that taking the stop point τ as the “Present”, the process still has Markov property. This article discusses and proves that Brown Motuon has strong Markov property.

关 键 词：强马氏性 BROWN运动 应用 

分 类 号：O211.6[理学—概率论与数理统计]