Research Article Open Access

Markov Property of the Solution of the Stochastic Generalized Equations

Khaldi Khaled

Abstract

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 equation in 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.

Journal of Mathematics and Statistics
Volume 3 No. 3, 2007, 80-82

DOI: https://doi.org/10.3844/jmssp.2007.80.82

Published On: 30 September 2007

How to Cite: Khaled, K. (2007). Markov Property of the Solution of the Stochastic Generalized Equations. Journal of Mathematics and Statistics, 3(3), 80-82. https://doi.org/10.3844/jmssp.2007.80.82

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Keywords

  • Linear operator
  • stochastic equation
  • stochastic distribution
  • Markov property