Mathematical Sciences: Markov Processes with Random Birth and Death

点击翻译按钮获取中文摘要

The investigator will study Markov processes with random times of birth and death. Such processes have connections with perturbation theory and Kuznetsov processes. The investigator will find new applications of these processes and compare different versions of processes such as quasi-Markov processes, Markov processes with "creation and annihilation" and Kuznetsov processes. The comparison will begin by linking all these processes to Meyer's "energy functional". Some work has been done in this area already by the investigator as well as other researchers. This research will look at the remaining problems.