UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
44.2 44.1 43.2 43.1 42.2 42.1 41.2
41.1 40.2 40.1 39.2 39.1 38.2 38.1
37.2 37.1 36.2 36.1 35.2 35.1 34.2
34.1 33.2 33.1 32.2 32.1 31.2 31.1
30.2 30.1 29.2 29.1 28.2 28.1 27.2
27.1 26.2 26.1 25.2 25.1 24.2 24.1
23.2 23.1 22.2 22.1 21.2 21.1 20.2
20.1 19.2 19.1 18.2 18.1 17.2 17.1
16.2 16.1 15 14.2 14.1 13.2 13.1
12.2 12.1 11.2 11.1 10.2 10.1 9.2
9.1 8 7.2 7.1 6.2 6.1 5.2
5.1 4.2 4.1 3.2 3.1 2.2 2.1
1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 10, Fasc. 1,
pages 65 - 74
 

DRIVING NOISE OF A FINITE STATE MARKOV PROCESS

Nigel J. Cutland
Robert J. Elliott

Abstract: Given a finite state Markov process (X ), t t > 0, a global ”driving noise” process is constructed on a larger probability space using non-standard analysis.

Following ideas suggested by Kunita [3], forward and backward equations related to the Markov process are obtained.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

Download:    Abstract    Full text   Abstract + References