The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main r...The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.展开更多
基金Supported by the NNSF of China (10371092)the Foundation of Wuhan University.
文摘The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.
