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- 2017
非时齐马氏过程的随机单调性
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Abstract:
本文研究了非时齐马氏过程的随机单调性问题.利用时齐的马氏过程随机单调性的相关证明方法,加以改进,获得了非时齐马氏过程随机单调性的显式判定方法,并进一步将这一充分性条件推广为等价条件.
In this paper, we study the stochastic monotonicity of inhomogeneous Markov processes. By using and improving the proof method for the stochastic monotonicity of homogeneous Markov processes, we obtain the explicit criterion for stochastic monotonicity of inhomogeneous Markov processes. Further more, this article extends this suffcient criterion to the equivalent condition