Differentiabilities and Expression of Three-point Transition Function for Two-parameter Jump Processes

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Differentiabilities and Expression of Three-point Transition Function for Two-parameter Jump Processes
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对两参数跳过程三点转移函数P(s,t;x,y,z,A),讨论了其在s>0,t＞0时的水平和竖直可微性,并分别给出了其在-q(t,x,y):0及0＜-q(t,x,y)＜∞时的表现形式.

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晏小兵.两参数跳过程三点转移函数的可微性及表示[J].电力科学与技术学报英文版,2000,15(1):11-14. YAN Xiao-bing. Differentiabilities and Expression of Three-point Transition Function for Two-parameter Jump Processes[J]. Journal of Electric Power Science and Technology,2000,15(1):11-14.

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