| THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS |
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| 作者姓名： | 胡迪鹤 邱育峰 |
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| 作者单位： | College School of Mathematics and Statistics Wuhan University，Department of Mathematics Longyan College Wuhan 430072，China，Longyan 364000，China |
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| 基金项目： | 国家自然科学基金，武汉大学校科研和教改项目 |
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| 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.
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| 关 键 词： | 齐次随机转移函数 解析性质 随机Kolmogorov向后方程 随机Kolmogorov向前方程 |
| 收稿时间： | 2005-01-22 |
The analytical properties for homogeneous random transition functions |
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| Dihe Hu,Yufeng Qiu.THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS[J].Acta Mathematica Scientia,2007,27(1):180-192. |
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| Authors: | Dihe Hu Yufeng Qiu |
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| Institution: | aCollege School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China;bDepartment of Mathematics, Longyan College, Longyan 364000, China |
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| 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. |
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| Keywords: | Markov process in random environment random transition function homogeneous random transition function random Kolmogorov backward equation random Kolmogorov forward equation |
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