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On non-time-homogeneity

  • Hermann Thorisson
Chapter

Abstract

The assumption of time-homogeneity is implicit in many stochastic models. This is considered necessary for some calculations and limit results. However, in many applications the time-homogeneity condition is far from realistic. Here we propose two ways of attacking the problem of non-time-homogeneity.

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Copyright information

© Springer Science+Business Media New York 1986

Authors and Affiliations

  • Hermann Thorisson
    • 1
  1. 1.Department of MathematicsChalmers University of Technology and the University of GöteborgGöteborgSweden

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