关于具有右确定性胚场的马尔可夫过程

F. Knight
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引用次数: 3

摘要

0. 介绍。设(Q,, Yt, X(t), Ot, Px)是一个具有可数基(E, E)的局部紧空间上的Hunt过程,其中E表示Borel集合。符号为[1]第45页。对于每个t,设7?表示由X(s), s(0)产生的sigma场。在这样一个过程中,机会的影响通常在时间上连续发生,但k.l. Chung, p.a. Meyer和其他人的工作表明,在时间T“从过去”和“到未来”的机会作用之间存在相当大的差异。更精确地说,设J/(T, T + s)为X(T + s)生成的sigma场,0 0 JW3?[T, T + e]为时刻T的“右胚场”,包含但不一定等于由X(T)产生的sigma场a(X(T))。只有V+(T)和a(X(T)不相等的情况下,才能实现对未来T点的机会操作,而对过去的机会操作则更有问题,因为缺乏真正令人满意的左胚场概念(除非在恒定时间)。然而,要研究这两种局部效应之间的区别,一个自然的想法是排除其中一种,然后确定另一种的残余。本文的思想只是通过假设机会从过去到未来不存在来展示它的作用。
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On Markov Processes with Right-Deterministic Germ Fields
0. Introduction. Let (Q, , Yt, X(t), Ot, Px) be a Hunt process on a locally compact space with countable base (E, e), where e denotes the Borel sets. The notation is that of [1] page 45. For each t, let 7? denote the sigma-field generated by X(s), s 0). The influence of chance in such a process in general occurs continuously in time, but the work of K. L. Chung, P. A. Meyer, and others has shown that there is a considerable difference between the operation of chance "from the past" at time T and "to the future." To be more precise, let J/(T, T + s) be the sigma-field generated by X(T + s), 0 O JW3?[T, T + e] be the "right germ field" at time T, containing but not necessarily equaling the sigma-field a(X(T)) generated by X(T). The operation of chance to the future at T is only made possible by the non-equality of V+(T) and a(X(T)), while that from the past is still more problematical due to the lack of a really satisfactory concept of left germ field (except at constant times). However, to study the distinction between these two local effects a natural idea is to exclude one and then determine what remains of the other. The idea of the present paper is simply to exhibit the role of chance from the past by assuming that it does not exist to the future.
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