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Measure-valued diffusion

We consider the class of continuous measure-valued processes {μ t } on a finite-dimensional Euclidean space X for which ∫fd μ t is a semimartingale with absolutely continuous characteristics with respect to t for all f:X→R smooth enough. It is shown that, under some general condition, the Markov pro...

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Bibliographic Details
Published in:	Український математичний журнал
Date:	1997
Main Author:	Skorokhod, A.V.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 1997
Subjects:	Статті
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/156481
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	Measure-valued diffusion / A.V. Skorokhod // Український математичний журнал. — 1997. — Т. 49, № 3. — С. 458–464. — Бібліогр.: 6 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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