MARKOV PROPERTIES OF THE GENERALIZED BROWNIAN SHEET AND EXTENDED OUP2

作     者：张润楚 ZHANG RUNCHU(Department of Mathematics, Nankai University, Tianjin)

作者机构：Department of Mathematics Nankai University Tianjin 

出 版 物：《Science in China,Ser.A》 (中国科学A辑(英文版))

年 卷 期：1985年第8期

页      面：814-825页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：吉门 MARKOV PROPERTIES OF THE GENERALIZED BROWNIAN SHEET AND EXTENDED OUP2 

摘      要：In this paper, we introduce a class of generalized Brownian sheets and extend the OUP2 in [1]. By studying some fundamental properties of the former process, we first derive some of simple relaxed past Markov properties of the two processes, Next, utilizing the xelation between the two processes, we successively prove that, for two kinds of general sets, they possess the general relaxed past Markov properties and the Lévy Markov properties respectively. As a result, we conclude that the OUP2 in [1] also has the general Markov properties for the corresponding sets.