【摘要】 侯振挺等［１］引入了一类具有广泛应用前景的随机过程-Ｍａｒｂｏｙ骨架过程．本文研究这类过程积分型泛函的分布和矩及其计算问题．作为应用，我们得到了Ｄｏｏｂ过程，生灭过程积分型泛函的分布和矩的公式，尤其对于生灭过程，利用本文的方法也得到了［４］中定理１－３的结果．更多还原

【Abstract】 Z.T. Hou, Z.M. Liu, J.Z. Zou~[l] introduced a kind of stochastic processes with wide prospect on application. This paper is devoted to the distributions and moments of integral-type functional for this kind of processes and their calculation. As for application, we obtain the formulas of the distributions and moments for Doob-processes, Birth and Death processes. Particularly, for Birth and Death processes, we also obtain the same results as [4; theorem 1-3] by using the present methods.更多还原