The equivalence forms of random Kolmogorov forward(backward) equations

DOI10.1007/BF02832417MaRDI QIDQ3373410zbMATH OpenFDO

Authors Dihe Hu, Xiaoyu Hu

Publication date 13 March 2006

Published in Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

zbMATH Keywords

\(q\)-matrix in random environment\(q\)-process in random environmentMarkov process in random environment

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37)

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Cites work

• scientific article; zbMATH DE number 3785906 (Why is no real title available?)
• Limit theorems for random transformations and processes in random environments
• Markov chains in random environments: The case of Markovian environments
• Markov chains with stochastically stationary transition probabilities
• On direct convergence and periodicity for transition probabilities of Markov chains in random environments
• On the central limit theorem for Markov chains in random environments
• The ergodic theory of Markov chains in random environments
• The existence and uniqueness of \(q\)-process in random environment

Cited in

(2)

• scientific article; zbMATH DE number 3890470 (Why is no real title available?)
• The construction of denumerable q-processes in random environments satisfying (F) or (B)

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