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The Local Time Of Right Processes On The Boundary

Posted on:2009-11-08Degree:MasterType:Thesis
Country:ChinaCandidate:S K WeiFull Text:PDF
GTID:2190360302475859Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The right processes on the boundary decomposition is an important question on the Markov Processes discussion,its first step is the local time of right processes on the boundary. This paper for the general boundary(not necessarily of a regular)to discuss mainly the following two parts:the first part is an introduction,the second part constructs the local time of right processes on the boundary in detail.Yan constructed the local time {L_t} of Normal chain on S_∞in the book of《Path structure and construction of Markov Processes》, This paper construct the local time of right processes on the boundary,this results is a brand-new conclusion,paved the way for the establishment general excursion theory for Markov Processes.
Keywords/Search Tags:additive functionals, excursion, local time, Right processes
PDF Full Text Request
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