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| REPRESENTATION OF SYMMETRIC SUPER-MARTINGALE MULTIPLICATIVE FUNCTIONALS |
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Citation： |
JIN Mengwei,YING Jiangang.REPRESENTATION OF SYMMETRIC SUPER-MARTINGALE MULTIPLICATIVE FUNCTIONALS[J].Chinese Annals of Mathematics B,2002,23(4):469~474 |
| Page view： 1093
Net amount： 773 |
Authors： |
JIN Mengwei; YING Jiangang |
Foundation： |
Project supported by the National Natural Science Foundation of China. |
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| Abstract： |
The authors introduce concepts of even and odd additive functionals and prove that an even martingale continuous additive functional of a symmetric Markov process vanishes identically. A representation for symmetric super-martingale multiplicative functionals are also given. |
Keywords： |
Markov processes, Additive functional, Multiplicative functional |
Classification： |
60J45 |
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