摘要
记为非负单增函数且一阶偏导数均存．本文证明：（ｉ）广义ｎ参数Ｗｉｅｎｅｒ过程（ＧＢｎ）和广义ｎ参数Ｏｒｎｓｔｅｉｎ－Ｕｈｌｅｎｂｅｃｋ过程（广义ＯＵＰｎ）在Ｄ中导出的过程是马氏过程；（ｉｉ）如果ＧＢｎ（或广义ＯＵＰｎ）在Ｄ中导出的过程成为某个ＧＢｋ（或某个广义ＯＵＰｋ），则ｆｊ（ｔ１…，ｔｋ）未必恒为正常数．（ｊ＝ｋ＋１，…，ｎ）．
Let D be the subset of is derivable and increasions. W is the process induced by the generalized Wiener process with n-parameters (GBn) on D,Y is the process induced by the generalized Ornstein-Uhlenbeck Process with n-parameters (GOUPn)on D.It is showed that:(i)W and Y are Markov process;(ii)Not all are constants even if W(or Y)is GBk(or GOUPk)
出处
《数学研究》
CSCD
1996年第4期99-102,共4页
Journal of Mathematical Study
