| n－参数Ornstein—Uhlenbeck过程的导出 |
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| 引用本文： | 刘韶跃. n－参数Ornstein—Uhlenbeck过程的导出[J]. 电工标准与质量, 1996, 0(4) |
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| 作者姓名： | 刘韶跃 |
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| 作者单位： | 湘潭大学数学系 |
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| 摘 要： | 证明了ＯＵｐｎ在射线上导出的过程为ＯＵｐｎ的充要条件，并求出了ＯＵｐｎ的截口过程的单点转移函数和宽过去转移函数．
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| 关 键 词： | Ornstein—Uhlenbeck过程，马尔科夫性，转移函数，推导 |
Derivation for n-Parameter Ornstein-Uhlenbeck Processes |
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| Liu Shaoyue. Derivation for n-Parameter Ornstein-Uhlenbeck Processes[J]. Journal of Changsha University of Electric Power(Natural Science Edition), 1996, 0(4) |
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| Authors: | Liu Shaoyue |
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| Affiliation: | Dept. of Math. Xiangtan Univ. Xiangtan 411105 |
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| Abstract: | The author proved the sufficient and necessary condition,and discussed the single point transition function and wide-past transition function of section processes of OUpn in this paper. |
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| Keywords: | Ornstein-Uhlenbeck processes Markov property Transition function Derivation |
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