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The Equivalence Forms of Random Kolmogorov Forward(Backward) Equations

HuDiheXiaoyu

2005Acta Scientiarum Naturalium Universitatis SunyatseniComputer Science被引 2

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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.

引用本文(GB/T 7714)

Hu, Dihe, Xiaoyu. The Equivalence Forms of Random Kolmogorov Forward(Backward) Equations[J]. Acta Scientiarum Naturalium Universitatis Sunyatseni, 2005.

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