Constructions involving interaction of Markov process's with a random environment
Probability
2017-04-07 v2
Abstract
Recently Belopolskaya and Suhov studied Markov process's in a random environment, where the environment changes in likeness to a Markov process. Constructions were made to allow the process to "interact with the environment", this was done in such a manner that the combined process could be studied by studying the individual ones. A new construction is made which has similar properties. This construction can be carried out with more relaxed conditions than the ones previously done.
Keywords
Cite
@article{arxiv.1605.07240,
title = {Constructions involving interaction of Markov process's with a random environment},
author = {Anirban Das},
journal= {arXiv preprint arXiv:1605.07240},
year = {2017}
}
Comments
Accepted for publication by Markov Processes And Related Fields