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Các phương trình vi phân ngẫu nhiên tịnh tiến-nghịch hoàn toàn liên kết trên chuỗi Markov
Tóm tắt
Chúng tôi định nghĩa các phương trình vi phân ngẫu nhiên tịnh tiến-nghịch hoàn toàn liên kết trên các không gian liên quan đến các chuỗi Markov hữu hạn thời gian liên tục. Các kết quả về sự tồn tại và duy nhất của các phương trình vi phân ngẫu nhiên tịnh tiến-nghịch hoàn toàn liên kết trên các chuỗi Markov được trình bày.
Từ khóa
#phương trình vi phân ngẫu nhiên #chuỗi Markov #tịnh tiến-nghịch #tồn tại #duy nhấtTài liệu tham khảo
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