[1] Chen Liuxin**, Li Junping,. Nonhomogeneous(H, Q)-Process:The Backward and Forward Equations* [J]. Journal of Southeast University (English Edition), 2002, 18 (2): 180-183. [doi:10.3969/j.issn.1003-7985.2002.02.016]

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Nonhomogeneous(H, Q)-Process:The Backward and Forward Equations^*()

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Journal of Southeast University (English Edition)[ISSN:1003-7985/CN:32-1325/N]

Volumn:

18

Issue:

2002 2

Page:

180-183

Research Field:

Mathematics, Physics, Mechanics

Publishing date:

2002-06-30

Info

Title:

Nonhomogeneous(H, Q)-Process:The Backward and Forward Equations^*

Author(s):

Chen Liuxin^1**;  Li Junping²

¹Department of Mathematics, Southeast University, Nanjing 210096, China
²Research Department, South Central University, Changsha 410075, China

Keywords:

nonhomogeneous(H;  Q)-process;  backward and forward equations;  one-dimensional distribution

PACS:

O211.62

DOI:

10.3969/j.issn.1003-7985.2002.02.016

Abstract:

As for the backward and forward equation of nonhomogeneous(H, Q)-processes, we proof them in a new way. On the base of that, this paper gives the direct computational formal for one dimensional distribution of the nonhomogeneous(H, Q)-process.

References:

[1] Hou Zhenting, Liu Zaiming, Zou Jiezhong, et al. Markov skeleton processes[J]. Chinese Science Bulletin, 1998, 43(5):457-466.
[2] Hou Zhenting, Liu Zaiming, Zou Jiezhong. QNQL-Processes:(H, Q)-processes and their applications[J]. Chinese Science Bulletion, 1997, 42(9):1003-1008.
[3] Li Junping, Hou Zhenting. The distributions and moments of integral-type functional for Markov Skeleton processes and their applications[J]. Acta Mathematicae Applicatae Sinina, 2001, 24(2):277-283.
[4] Hou Zhenting, Liu Zaiming, Zou Jiezhong. Finite dimensional distributions of Markov Skeleton process[J]. Mathematics in Economics, 1997, 14(2):1-8.
[5] Hou Zhenting. Markov Skeleton processes[M]. Changsha: Hunan Science Technology Press, 2000.(in Chinese)
[6] Hou Zhenting, Liu Zaiming, Guo Xianping. Nonhomogeneous(H, Q)-Process and its Applications in the Theory of Queues[R]. Changsha: Collected papers of International Workshop on Markov Processes and Controlled Markov Chains, 1999.

Memo

Memo:

* The project supported by the National Natural Science Foundation of China(19871006).
** Born in 1975, female, master.

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