Markov Property of the Solution of the Stochastic Generalized Equations | Science Publications

Journal of Mathematics and Statistics

Khaldi Khaled¹ 

关键词: Linear operator;    stochastic equation;    stochastic distribution;    Markov property;   

DOI  :  10.3844/jmssp.2007.80.82

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Some models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equationin Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on the frontier Γ = ∂S in order to define for the corresponding boundary conditions. The resolutions of boundary problems for random distributions lead to the Markov property for the solution of these equations.

【 授权许可】

Unknown