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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 157–161 (Mi tvp1041)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On weak compactness of family of measures corresponding to continuous strong Markov processes

M. Nikunen

Finland
Full-text PDF (285 kB) Citations (1)
Abstract: In this note a sufficient condition for the weak compactness of the family of measures induced by $r$-dimensional continuous strong Markov processes is derived. For the one-dimensional case a sufficient condition is obtained in terms of drift and diffusion coefficients of the processes.
Received: 14.04.1978
English version:
Theory of Probability and its Applications, 1980, Volume 25, Issue 1, Pages 155–159
DOI: https://doi.org/10.1137/1125016
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Nikunen, “On weak compactness of family of measures corresponding to continuous strong Markov processes”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 157–161; Theory Probab. Appl., 25:1 (1980), 155–159
Citation in format AMSBIB
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\by M.~Nikunen
\paper On weak compactness of family of measures corresponding to
continuous strong Markov processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 1
\pages 157--161
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=560068}
\zmath{https://zbmath.org/?q=an:0456.60079|0419.60074}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 25
\issue 1
\pages 155--159
\crossref{https://doi.org/10.1137/1125016}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LG24200016}
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  • https://www.mathnet.ru/eng/tvp/v25/i1/p157
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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