| 一维强局部狄氏过程的Girsanov变换及其性质的研究 |
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| 引用本文： | 杨亚星,陈传钟,张静.一维强局部狄氏过程的Girsanov变换及其性质的研究[J].海南师院学报,2012(2):142-146. |
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| 作者姓名： | 杨亚星 陈传钟 张静 |
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| 作者单位： | 海南师范大学数学与统计学院,海南海口571158 |
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| 摘 要： | 主要研究通过Girsanov变换后一维强局部狄氏型的性质（如暂留、常返、不可约等），以及变换后对应新的过程的轨道性质．
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| 关 键 词： | Girsanov变换 一维扩散 轨道 |
Girsanov Transformation of one Dimensional Strong Local Dirichlet Process and Its Properties |
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| YANG Yaxing,CHEN Chuanzhong,ZHANG Jing.Girsanov Transformation of one Dimensional Strong Local Dirichlet Process and Its Properties[J].Journal of Hainan Normal University(Humanities and Social Sciences),2012(2):142-146. |
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| Authors: | YANG Yaxing CHEN Chuanzhong ZHANG Jing |
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| Institution: | ( College of Mathematics and Statistics, Hainan Normal University, Haikou 571158, China) |
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| Abstract: | In this paper, we mainly focus on the properties （such as persistence, recurrence and irreducibility） of the new Dirichlet Form gained by Girsanov transformation of one dimensional strong local dirichlet form. We also consider the path properties of corresponding new process. |
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| Keywords: | Girsanov transformation One dimensional diffusion Path |
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