| 非时齐跳跃Markov过程序列到扩散过程的弱收敛 |
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| 引用本文： | 谢颖超.非时齐跳跃Markov过程序列到扩散过程的弱收敛[J].徐州师范大学学报(自然科学版),1992(3). |
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| 作者姓名： | 谢颖超 |
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| 作者单位： | 徐州师范学院数学系 |
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| 摘 要： | 本文给出了非时齐跳跃Markov过程序列弱收敛于非时齐扩散过程的一般性定理。利用这一定理,证明了非负非时齐跳跃Markov过程序列弱收敛于Brownian Excursion和经验分布过程弱收敛于Bown桥。
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| 关 键 词： | 非时齐跳Markov过程 弱收敛 Brownian Excursion Brown桥 半鞅 |
WEAK CONVERGENCE OF THE SEQUENCE OF INHOMOGENEOUS JUMP MARKOV PROCESSES TO DIFFUSION PROCESSES |
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| Xie Yingchao.WEAK CONVERGENCE OF THE SEQUENCE OF INHOMOGENEOUS JUMP MARKOV PROCESSES TO DIFFUSION PROCESSES[J].Journal of Xuzhou Normal University(Natural Science Edition),1992(3). |
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| Authors: | Xie Yingchao |
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| Institution: | Xie Yingchao |
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| Abstract: | In this paper,it is proved that the general weak convergence theorem of the sequence of inhomogeneous jump Markov processes to diffusion processes. The conclusion is applied to proved that the sequence of positive inhomogeneous jump Markov processes weakly converge to Brownian Excursion and that empirical processes weakly converge to Brownian bridge. |
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| Keywords: | Inhomogeneous jump Markov process Weak convergence Brownian Excursion Brownian bridge Semimartingaje |
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