含有限个瞬时态诚实Q过程的唯一性准则

CRITERIA FOR THE UNIQUENESS OF HONEST Q-PROCESSES WITH FINITELY MRNY INSTANTANEOUS STATES

  • 摘要: 本文对含有限个瞬时态的拟Q-矩阵给出了诚实Q过程存在且唯一的准则。

     

    Abstract: By the work of Williams3 and Hou4, we know that Q-processes are not unique when Q-matrix Q=(qij) contains instantaneous states. But honest Q-processes are not so. In fact, Chen5 has given an honest Q-matrix Q=(qij) with only one instantaneous state, whose honest Q-process is unique. Furthermore, in 8, Fei gave the criteria for the uniqueness of honest Q-processes with only one instantaneous state. This paper is an extension of the results in 8. We give the criteria for the uniqueness of honest Q-processes with finitely many instantaneous states.

     

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