湖北大学学报(自然科学版)
湖北大學學報(自然科學版)
호북대학학보(자연과학판)
2015年
5期
438-441
,共4页
马氏过程%随机泛函%指数矩%最小非负解
馬氏過程%隨機汎函%指數矩%最小非負解
마씨과정%수궤범함%지수구%최소비부해
Markov processes%stochastic functional%exponential moment%minimal nonnegative solutions
研究一般状态空间马氏过程随机泛函的指数矩,利用最小非负解理论,得到随机泛函的指数矩是相应方程的最小非负解,并利用此结论证明矩条件与漂移条件等价.①
研究一般狀態空間馬氏過程隨機汎函的指數矩,利用最小非負解理論,得到隨機汎函的指數矩是相應方程的最小非負解,併利用此結論證明矩條件與漂移條件等價.①
연구일반상태공간마씨과정수궤범함적지수구,이용최소비부해이론,득도수궤범함적지수구시상응방정적최소비부해,병이용차결론증명구조건여표이조건등개.①
The exponential moments of stochastic functional for Markov processes on general state space was studied,we obtained the minimal nonnegative solutions to the corresponding equation was the exponential moments of stochastic functional,by using the theory of minimal nonnegative solutions. As applications,the equivalent between the moment condition and the drift condition are proved.