关于马氏过程的有界函数的注记  

A NOTE ON THE BOUNDING FUNCTIONS OF MARKOV PROCESSES

作　　者：梁碧芝 陈安乐[2] 

机构地区：[1]大庆石油学院计控系 [2]大庆石油学院基础课部

出　　处：《大庆石油学院学报》1992年第3期100-102,共3页Journal of Daqing Petroleum Institute

摘　　要：构造了一函数序列,用于控制时间齐次马氏过程的条件数学期望,并求出该函数序列的极限函数,且证明了此极限函数是相应的各类控制函数中极小者。We constructed a sequence of functions which can be used to control conditional ex-pectation of time-homogeneous Markov processes, and obtained its limiting function, and meanwhile, proved that it is the minimal function of all kinds of control functions. The result is the improvement and development of the results described in published pa pers.

关 键 词：可测函数 马氏过程 条件 数学期望 

分 类 号：O211.62[理学—概率论与数理统计]