非时齐马氏过程的Liggett-Stroock不等式
Liggett-Stroock Inequalities for Time Inhomogeneous Markov Processes
本文将时齐马氏过程中重要的代数不等式Liggett-Stroock不等式推广到非时齐马氏过程中,建立了非时齐马氏过程的转移半群与Liggett-Stroock不等式之间的关系.
We generalize the Liggett-Stroock inequality of the time homogeneous Markov process to the inhomogeneous Markov process, and establish the relationship between the transition semigroup of inhomogeneous Markov process and the Liggett-Stroock inequality.
非时齐马氏过程 / 泛函不等式 / Liggett-Stroock不等式 {{custom_keyword}} /
inhomogeneous Markov processes / functional inequalities / Liggett-Stroock inequalities {{custom_keyword}} /
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