含有限个瞬时态诚实Q过程的唯一性准则

CRITERIA FOR THE UNIQUENESS OF HONEST Q-PROCESSES WITH FINITELY MRNY INSTANTANEOUS STATES

本文对含有限个瞬时态的拟Q-矩阵给出了诚实Q过程存在且唯一的准则。

By the work of Williams~[3] and Hou~[4], we know that Q-processes are not unique when Q-matrix Q=(q_(ij)) contains instantaneous states. But honest Q-processes are not so. In fact, Chen~[5] has given an honest Q-matrix Q=(q_(ij)) with only one instantaneous state, whose honest Q-process is unique. Furthermore, in [8], Fei gave the criteria for the uniqueness of honest Q-processes with only one instantaneous state. This paper is an extension of the results in [8]. We give the criteria for the uniqueness of honest Q-processes with finitely many instantaneous states.