| 二参数 Ornstein-Uhlenbeck 过程沿曲线的导出过程 |
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| 引用本文： | 张连诚.二参数 Ornstein-Uhlenbeck 过程沿曲线的导出过程[J].沈阳理工大学学报,1990(2). |
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| 作者姓名： | 张连诚 |
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| 作者单位： | 沈阳工业学院基础部 |
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| 摘 要： | 本文证明了二参数 Ornstein-Uhlenbeck 过程的沿曲线导出过程是马氏过程,并求出了导出过程的转移概率密度,同时证明了它为单参数 Ornstein—Uhlenbeck 过程的充要条件及它是弱平稳过程的充要条件。
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| 关 键 词： | 随机过程 转移密度 马尔可夫过程 弱平稳过程 |
Process Induced by an Ornstein-Uhlenbeck Process with Two Parameters onthe Curve |
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| Zhang Liancheng.Process Induced by an Ornstein-Uhlenbeck Process with Two Parameters onthe Curve[J].Transactions of Shenyang Ligong University,1990(2). |
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| Authors: | Zhang Liancheng |
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| Affiliation: | Basic Courses Dept. |
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| Abstract: | This paper has proved that an Ornstein-Uhlenbeck Process with two parameters(OUP_2)on the curve is Markov Process.And it calculates its'transition probability density.In the paper,that it is neccessary and sufficient conditions for Ornstein-Uhlenbeck Process with single parameter and the weakly stationary process are proved. |
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| Keywords: | random process transition density Markov Process weakly stationary process |
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