Geodesic
On the selection of a~Markov process from a~system of processes and the construction of quasi-diffusion processes
Izvestiya. Mathematics , Tome 7 (1973) no. 3, pp. 691-709

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In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with “poor” coefficients (e.g. with a degenerate diffusion matrix). 
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     author = {N. V. Krylov},
     title = {On the selection of {a~Markov} process from a~system of processes and the construction of quasi-diffusion processes},
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N. V. Krylov. On the selection of a~Markov process from a~system of processes and the construction of quasi-diffusion processes. Izvestiya. Mathematics , Tome 7 (1973) no. 3, pp. 691-709. http://geodesic.mathdoc.fr/item/IM2_1973_7_3_a12/