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The equivalence forms of random Kolmogorov forward(backward) equations

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Wuhan University Journal of Natural Sciences

Abstract

The concepts of Markov process in random environment,q-matrix in random environment andq-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservativeq-process in random environment satisfies random Kolmogrov backward equation.

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Author information

Authors and Affiliations

  1. School of Mathematics and Statitics, Wuhan University, 430072, Wuhan, Hubei, China

    Hu Di-he

  2. Graduate School, Chinese Academy of Sciences, 10080, Beijing, China

    Hu Xiao-yu

Authors
  1. Hu Di-he
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  2. Hu Xiao-yu
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Correspondence to Hu Di-he.

Additional information

Foundation item: Supported by the National Natural Science Foundation of China (10371092 and 10171102) and the Foundation of Wuhan University.

Biography: HU Di-he(1935-), male, Professor, research direction: stochastic processes and random fractals.

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Di-he, H., Xiao-yu, H. The equivalence forms of random Kolmogorov forward(backward) equations. Wuhan Univ. J. Nat. Sci. 10, 808–812 (2005). https://doi.org/10.1007/BF02832417

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  • DOI: https://doi.org/10.1007/BF02832417

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