We introduce some basic concepts such as random (sub-)transition function,q-function in random environment, q-process in random environment and some basic lemmas. For any continuous q-function in random environment, w...We introduce some basic concepts such as random (sub-)transition function,q-function in random environment, q-process in random environment and some basic lemmas. For any continuous q-function in random environment, we prove that the q-process in random environment always exists, and that any q-process in random environment satisfies the random Kolmogorov backward equation and the minimal q-process in random environment always exists. When q is a continuous and conservative q-function in random environment, the necessary and sufficient conditions for the uniqueness of q-process in random environment are given. Finally the special cases, homogeneous random transition functions and homogeneous q-processes in random environments are considered.展开更多
基金This work was supported by the National Natural Science Foundation of China(Grant No:10371092)the Foundation of Wuhan University.
文摘We introduce some basic concepts such as random (sub-)transition function,q-function in random environment, q-process in random environment and some basic lemmas. For any continuous q-function in random environment, we prove that the q-process in random environment always exists, and that any q-process in random environment satisfies the random Kolmogorov backward equation and the minimal q-process in random environment always exists. When q is a continuous and conservative q-function in random environment, the necessary and sufficient conditions for the uniqueness of q-process in random environment are given. Finally the special cases, homogeneous random transition functions and homogeneous q-processes in random environments are considered.
