The Equivalence Forms of Random Kolmogorov Forward(Backward) Equations
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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