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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| Date: | 1997 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1997
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/156481 |
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| 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. |