Doubly-Feller Process with Multiplicative Functional
Doubly-Feller Process with Multiplicative Functional
复制标题
乘法函数的双重过程
DOI：
--
复制
发表时间：
1986
期刊：
影响因子：
--
通讯作者：
K. Chung
中科院分区：
文献类型：
--
作者：
K. Chung
尽管“费勒财产”一词被广泛使用，但其定义却有很多变化。在早期关于马尔可夫过程的文献中，有关于这个和相关性质的讨论，通常是在一系列令人困惑的假设下。海岸现在应该是明确的，但某些整洁的配方可能被忽视了。在本文的§1中，以更一般的形式回顾了一些旧的结果，并导出了一个显然是新的结果。在§2中，结果被推广到包括一个乘法泛函，其中的主要例子是适当推广的Feynman-Kac。
Despite the common use of the term “Feller property”, there are variations in its definition. In the early literature on Markov processes, there are discussions of this and related properties, often under sets of bewildering assumptions. The coast should now be clear, but certain neat formulations may have been overlooked. In §1 of this note, some old results are reviewed in more general forms and an apparently new one is derived. In §2, the results are extended to include a multiplicative functional, of which the prime example is that of Feynman-Kac, properly generalized.