Articles

THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS

  • Hu Dihe ,
  • Qiu Yufeng
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  • College School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received date: 2005-01-22

  Revised date: 1900-01-01

  Online published: 2007-01-20

Abstract

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.

Cite this article

Hu Dihe , Qiu Yufeng . THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS[J]. Acta mathematica scientia, Series B, 2007 , 27(1) : 180 -192 . DOI: 10.1016/S0252-9602(07)60016-2

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