Acta mathematica scientia,Series B

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THE CONSTRUCTION OF DENUMERABLE q-PROCESSES IN RANDOM ENVIRONMENTS SATISFYING (F) OR (B)

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:2005-12-25 Online:2008-10-20 Published:2008-10-20
  • Contact: Hu Dihe

Abstract:

This article is a continuation of [9]. Based on the discussion of random Kolmogorov forward (backward) equations, for any given q-matrix in random environment, Q(θ)=(q(θ; x, y), x, y∈ χ), an infinite class of q-processes in random environments satisfying the random Kolmogorov forward (backward) equation is constructed. Moreover, under some conditions, all the q-processes in random environments satisfying the random Kolmogorov forward (backward) equation are constructed.

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

CLC Number: 

  • 60J27
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