Ornstein－Uhlenbeck型马氏过程局部时与占位时的存在性

The Existence of Local Times and Occnpation Times forOrnstein- Uhlenbeck Type Markov Processes

英文关键词:α-stable process  Ornstein-Uhlenbeck type Markov process  local time  occupationtime  potential density.

中文摘要:

      本文考虑Ｏｒｎｓｔｅｉｎ－Ｕｈｌｅｎｂｅｃｋ型马氏过程的局部时，证明了在一定情形下局部时的存在性，并给出了不存在的反例，同时讨论了这类过程的占位时，指出了在某些限制性条件下，占位时密度的平方可积性．

英文摘要:

      The local times are considered for Ornstein-Uhlenbeck type Markov pro-cesses. In sonie cases the existence of local time for the process has been demonstrated.Meanwhile,occupation times have also been introduced and their existence for this classof processes will finally be revealed in some special situations