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Analogue of Dynkin’s Formula (ADF) for Multiplicative Operator Functionals (MOF), RE and SES

  • Anatoly Swishchuk
Part of the Mathematics and Its Applications book series (MAIA, volume 504)

Abstract

We investigate the characteristic operator and equations for resolvent and potential of multiplicative operator functionals (MOF) of Markov processes We also obtain an analogue of Dynkin’s formula (ADF) for MOF, Markov and semi-Markov random evolutions (RE) Applications of these formulae are considered for such stochastic evolutionary systems (SES) as traffic, storage and diffusion processes in random media [130, 132].

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Anatoly Swishchuk
    • 1
  1. 1.Institute of MathematicsNational Academy of SciencesKievUkraine

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