The Equivalence Forms of Random Kolmogorov Forward(Backward) Equations  被引量:2

The Equivalence Forms of Random Kolmogorov Forward(Backward) Equations

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作  者:HU Di-he HU Xiao-yu 

机构地区:[1]School of Mathematics and Statistics, WuhanUniversity, Wuhan 430072, Hubei,China [2]Graduate School, Chinese Academy of Sciences,Beijing 100080, China

出  处:《Wuhan University Journal of Natural Sciences》2005年第5期808-812,共5页武汉大学学报(自然科学英文版)

基  金:SupportedbytheNationalNaturalScienceFoundationofChina(10371092and10171102)andtheFoundationofWuhanUniversity

摘  要: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.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.

关 键 词:Markov process in random environment q-matrix in random environment q-process in random enviroment 

分 类 号:O211.62[理学—概率论与数理统计]

 

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