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

• 作 者: Dihe Hu (1)
• 机 构: 1.SchoolofMathematicsandStatistics
• 出 处: 中国科学：数学英文版
• 发表日期: 2004年4期
• 关键词: radom TRANSITION function p -m process MARKOV PROCESS in RANDOM environment S
• 基金项目: This work was supported by the National Natural Science Foundation of China (Grant No.10371092) and Foundation of Wuhan University.

In sec.1, we introduce several basic concepts such as random transition function, p-m 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 c