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Science in China Series A: Mathematics

, Volume 47, Issue 4, pp 481–496 | Cite as

The construction of markov processes in random environments and the equivalence theorems

Article

Abstract

In sec.1, we introduce several basic concepts such as random transition function,pm process and Markov process in random environment and give some examples to construct a random transition function from a non-homogeneous density function. In sec. 2, we construct the Markov process in random enviromment and skew product Markov process bypm process and investigate the properties of Markov process in random environment and the original process and environment process and skew product process. In sec. 3, we give several equivalence theorems on Markov process in random environment.

Keywords

radom transition function pm process Markov process in random environment skew product Markov process density function 

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Copyright information

© Science in China press 2004

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsWuhan UniversityWuhanChina

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