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...
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| Date: | 1997 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5018 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |