多维OU型Markov过程的弱对偶半群及其无穷小算子  

On weak dual semi-group and it's infinitesimaloperator of multidimensional OU type Markov processes

作　　者：袁德美[1] 

机构地区：[1]西南师范大学数学系

出　　处：《西南师范大学学报（自然科学版）》1998年第4期367-367,共1页Journal of Southwest China Normal University(Natural Science Edition)

基　　金：西南师范大学自然科学基金

摘　　要：研究多维ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度、弱对偶半群及其无穷小算子．说明了ＯＵ型Ｍａｒｋｏｖ过程不变概率测度和弱对偶半群的存在唯一性，Ｌéｖｙ过程Ａｔ的不变测度不一定是由它产生的ＯＵ型Ｍａｒｋｏｖ过程的不变测度，以及Ｌｅｂｅｓｇｕｅ测度ｍ和极限分布ξ在ｓｕｐｐξ＝Ｒｄ的条件下都是ＯＵ型Ｍａｒｋｏｖ过程的参考测度．nvariant measure, reference measure, weak dual semigroup and it's infinitesimal operator of multidimensional OU type Markov processes are discussed. The existence and uniqueness of invariant probality measure and weak dual semi-group is proced. The invariant measurs of Lévy process A t is not necessary for the invariant measure of the corresponding OU type Markov process, as well as both Lebesgue measure m and limit distritution ξ are reference measures under the condition suppξ=Rd.

关 键 词：OU型 MARKOV过程 弱对偶半群 无穷小算子 

分 类 号：O211.62[理学—概率论与数理统计]