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        riddles >> putnam exam (pure math) >> Real-Valued Differentiable Markov Process
        
(Message started by: william wu on Apr 20^th, 2004, 11:07pm)

Title: Real-Valued Differentiable Markov Process
Post by william wu on Apr 20^th, 2004, 11:07pm

Let X = (X(t) : t [ge] 0) is a real-valued differentiable Markov Process. Argue that

X(t) = f(t,X(0))

where X(0) is random and f : [bbr]⁺ [times] [bbr] [to] [bbr] is a deterministic function.

Title: Re: Real-Valued Differentiable Markov Process
Post by Pietro K.C. on Apr 21^st, 2004, 10:11am

Where 'Markov Process' means this (http://mathworld.wolfram.com/MarkovProcess.html).

Well, no, I don't know the answer. I'm not sure I even get the definition.