Acta mathematica scientia,Series B

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

Hu Dihe; Hu Xiaoyu   

  1. 1.School of Mathematics and Statistics, Yunnan University, Kunming 650091, China
    2.School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • Received:2005-07-19 Revised:2005-12-24 Online:2008-04-20 Published:2008-04-20
  • Contact: Hu Dihe

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.

Key words: Markov process in random environment, q-matrix in random environment,
q-process in random environment

CLC Number: 

  • 60J27
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