数学物理学报(英文版)

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THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS

胡迪鹤; 邱育峰   

  1. 武汉大学数学与统计学院, 武汉 430072
  • 收稿日期:2005-01-22 修回日期:1900-01-01 出版日期:2007-01-20 发布日期:2007-01-20
  • 通讯作者: 胡迪鹤
  • 基金资助:

    Supported by the NNSF of China (10371092) and the Foundation of Wuhan University.

THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS

Hu Dihe; Qiu Yufeng   

  1. College School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • Received:2005-01-22 Revised:1900-01-01 Online:2007-01-20 Published:2007-01-20
  • Contact: Hu Dihe

摘要:

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.

关键词: Markov process in random environment, random transition function, homogeneous random transition function, random Kolmogorov backward equation, random Kolmogorov forward equation

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.

Key words: Markov process in random environment, random transition function, homogeneous random transition function, random Kolmogorov backward equation, random Kolmogorov forward equation

中图分类号: 

  • 60J10