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1、GeneralTheoryofMarkovProcessesThisisVolume133inPUREANDAPPLIEDMATHEMATICSH.Bass,A.Borel,J.Moser,andS.-T.Yau,editorsPaulA.SmithandSamuelEilenberg,foundingeditorsAlistoftitlesinthisseriesappearsattheendofthisvolume.GeneralTheoryofMarkovProcessesMichaelSharpDepartmentofMathemat
2、icsUniversityofCaliforniaatSanDiegoLaJolla,CaliforniaACADEMICPRESS,INC.HarcourtBraceJovanovich,PublishersBostonSanDiegoNewYorkBerkeleyLondonSydneyTokyoTorontoCopyright01988byAcademicPress,Inc.Allrightsreserved.Nopartofthispublicationmaybereproducedortransmittedinanyformorby
3、anymeans,electronicormechanical,includingphotocopy,recording,oranyinformationstorageandretrievalsystem,withoutpermissioninwritingfromthepublisher.ACADEMICPRESS,INC.1250SixthAvenue,SanDiego,CA92101UniiedKingdomEditionpublishedbyACADEMICPRESSINC.(LONDON)LTD.24-28OvalRoad.Lond
4、onNWl7DXLibraryofCongressCataloging-in-PublicationDataSharpe,Michael,Date-GeneraltheoryofMarkovprocessesIMichaelSharpe.p.cm.-(Pureandappliedmathematics:133)Bibliography:p.Includesindexes.ISBN0-12-639060-61.Markovprocesses.I.Title.11.Series:Pureandappliedmathematics(Academic
5、Press):133.QA3.P8vol.133[QA274.7]519.2-dc1988-18088CIPPrintedintheUnitedStatesofAmerica88899091987654321TomywifeSheilaandmysonColinThisPageIntentionallyLeftBlankPrefaceThisworkisintendedtoserveasareferencetothetheoryofrightprocesses,averygeneralclassofrightcontinuousstrongM
6、arkovprocesses.Theuseofthetermgeneraltheoryismeanttosuggestboththeabsenceofhypothesesofspecialtypeotherthanthoseforrightprocesses,andtheco-ordinationofthemethodswiththoseofthegeneraltheoryofprocesses,asexposedinthefirsttwovolumesofProbabilithetPotentielbyDellacherieandMeyer
7、.Wedoprovideintheappendixafairlyextensivediscussionandsummaryofthegeneraltechniquesneededinthetext,withhopesthatitmayleadthereadertoafullerappreciationoftheDellacherie-Meyervolumes.Theoriginaldefinitionofrightprocess(processusdroit)wassetdowntwentyyearsagobyMeyerasanabstrac
8、tionofcertainpropertiespossessedbystandardMarkovprocesses,whichhadbeenuptothattime
