|
This article is cited in 55 scientific papers (total in 55 papers)
On the selection of a Markov process from a system of processes and the construction of quasi-diffusion processes
N. V. Krylov
Abstract:
In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with “poor” coefficients (e.g. with a degenerate diffusion matrix).
Received: 19.10.1971
Citation:
N. V. Krylov, “On the selection of a Markov process from a system of processes and the construction of quasi-diffusion processes”, Math. USSR-Izv., 7:3 (1973), 691–709
Linking options:
https://www.mathnet.ru/eng/im2287https://doi.org/10.1070/IM1973v007n03ABEH001971 https://www.mathnet.ru/eng/im/v37/i3/p691
|
Statistics & downloads: |
Abstract page: | 1549 | Russian version PDF: | 217 | English version PDF: | 39 | References: | 62 | First page: | 1 |
|