The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary an...The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.展开更多
This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-proces...This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-processes in random environments satisfying the random Kolmogorov forward(backward)equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward(backward)equation are constructed.展开更多
The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduce...The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservative q-process in random environment satisfies random Kolmogrov backward equation.展开更多
文摘The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.
基金the NNSF of China(10371092,10771185,10471148)the Foundation of Wuhan University
文摘This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-processes in random environments satisfying the random Kolmogorov forward(backward)equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward(backward)equation are constructed.
文摘The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservative q-process in random environment satisfies random Kolmogrov backward equation.