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具有马尔可夫骨架的随机过程(英文)
引用本文:侯振挺,刘再明,邹捷中.具有马尔可夫骨架的随机过程(英文)[J].经济数学,1997(1).
作者姓名:侯振挺  刘再明  邹捷中
作者单位:长沙铁道学院科研所!长沙,410075
摘    要:在本文中,我们引入了具有马尔科夫骨架的随机过程的概念.具体讨论了一类重要的具有马氏骨架的随机过程─—(H,Q)─过程,得到了计算这种过程概率分布的向后和向前方程,计算了过程的一维分布以及给出了这种过程正则的充分必要条件.并且本文绘出了文献3]中主要结果的证明.

关 键 词:马尔可夫骨架  (H,Q)─过程  向后方程  向前方程

STOCHASTIC PROCESSES WITH MARKOV FRAMEWORK
Hou Zhenting,Liu Zaiming,Zou Jiezhong.STOCHASTIC PROCESSES WITH MARKOV FRAMEWORK[J].Mathematics in Economics,1997(1).
Authors:Hou Zhenting  Liu Zaiming  Zou Jiezhong
Abstract:in this paper,we introduce the concept of stochastic processes with Markov framework,and discuss the (H,Q)-processes which are an important kind of the stochastic processes with Markov framework. We get the backward and the forward equations for computing the distributions of the (H,Q)-processes,compute the one-dimensional distributions of this kind of processes,and get the necessary and sufficient conditions for the (H,Q)-processes to be regular. This paper will also give proofs of the main results of the paper3].
Keywords:Markov framework  (H  Q)-process  the backword equation  the forward equation  
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