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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...

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Bibliographic Details
Date:	1997
Main Authors:	Skorokhod, A. V., Скороход, А. В.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 1997
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5018
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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