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The Probability Proof Of Q Process Qualitative Theory

Posted on:2008-07-31Degree:MasterType:Thesis
Country:ChinaCandidate:S S HaoFull Text:PDF
GTID:2120360215461101Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The qualitative theory of Q process has been being the most important issue in probability. In summing up the result of the predecessers, Hou Zhenting has discussed this issue in detail by using the method of analysis. The result which has been obtained by using the method of analysis is specific, but its probability significance is not direct-viewing. This article rediscuss the qualitative theory of Q process by using the probability method. we constructe the Markov chains which meet the given conditions by means of the excursion theory of Markov processes, then proof the existence, uniqueness problem of the Q processes and how we could constructe all of the Q processes if the Q process isn't unique.
Keywords/Search Tags:Kolmogorov forward-equation, Kolmogorov backward-equation, excursion measure, local time
PDF Full Text Request
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