Abstract
We consider the problem of random mass transfer on a metric compactum defined by a purely discontinuous stochastic semigroup \(T_t^s\). We give a description of this semigroup based on a Markov process with random transition probability. We present conditions for the independence of measure-valued processes of the form \(T_t^0 {\mu}_{0}\), depending on the initial mass μ0.
Similar content being viewed by others
REFERENCES
H. Kunita, Stochastic Flows and Stochastic Differential Equations, Cambridge University Press, Cambridge (1990).
R. W. R. Darling, “Ergodicity of measure-valued Markov chain induced by random transformations,” Probab. Th. Rel. Fields., 77, 221–229 (1998).
A. V. Skorokhod, Random Linear Operators [in Russian], Naukova Dumka, Kiev (1978).
A. V. Skorokhod, Lectures on the Theory of Random Processes [in Ukrainian], Lybid', Kiev (1990).
G. Lu and A. Mukherjea, “Invariant measures and Markov chains with random transition probabilities,” Probab. Math. Statist., 2, 115–138 (1997).
T. Liggett, Interacting Particle Systems, Springer, Berlin (1985).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Feshchenko, O.Y. Stochastic Semigroups and Random Mass Transfer. Ukrainian Mathematical Journal 53, 1507–1518 (2001). https://doi.org/10.1023/A:1014370825931
Issue Date:
DOI: https://doi.org/10.1023/A:1014370825931