Constructions involving interaction of Markov process's with a random environment
arXiv:1605.07240
Abstract
Recently Belopolskaya and Suhov studied Markov process's in a random environment, where the environment changes in likeness to a Markov process. Constructions were made to allow the process to "interact with the environment", this was done in such a manner that the combined process could be studied by studying the individual ones. A new construction is made which has similar properties. This construction can be carried out with more relaxed conditions than the ones previously done.
Accepted for publication by Markov Processes And Related Fields