Ito'S Excursion Of Birth And Death Process
Fang Lv · Shuxue de shijian yu renshi · 2010
For the non-unique birth and death process with∞instantaneous and regular, the sample path structure is extremely complicated.The main jobs in this paper are to analyze and treat this kind of birth and death process utilizing Ito's excursion theory,study it's sample path properties,and finally obtain it's resoIvent.This resolvent possesses a definite probability meaning,and it can reflect the path structure of birth and death process clearly and directly.