Articles

THE CONSTRUCTION OF DENUMERABLE q-PROCESSES IN RANDOM ENVIRONMENTS-THE EXISTENCE AND UNIQUENESS

  • Hu Dihe ,
  • Hu Xiaoyu
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  • 1.School of Mathematics and Statistics, Yunnan University, Kunming 650091, China
    2.School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received date: 2005-07-19

  Revised date: 2005-12-24

  Online published: 2008-04-20

Abstract

The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.

Cite this article

Hu Dihe , Hu Xiaoyu . THE CONSTRUCTION OF DENUMERABLE q-PROCESSES IN RANDOM ENVIRONMENTS-THE EXISTENCE AND UNIQUENESS[J]. Acta mathematica scientia, Series B, 2008 , 28(2) : 225 -235 . DOI: 10.1016/S0252-9602(08)60024-7

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