首页 | 本学科首页   官方微博 | 高级检索  
     


Nonhomogeneous Markov processes
Authors:S. E. Kuznetsov
Abstract:We present the foundations of the theory of nonhomogeneous Markov processes in general state spaces and we give a survey of the fundamental papers in this topic. We consider the following questions:
  1. The existence of transition functions for a Markov process.
  2. The construction of regularization of processes.
  3. The properties of right and left processes: the strict Markov property, the behavior of excessive functions, etc.
  4. The relation of right and left processes with dual homogeneous processes and the application of the results of the nonhomogeneous theory to dual homogeneous processes, etc.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号