On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 1, pp. 45-53
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The conditions for the differentiability of measures that correspond to Markov processes are investigated and the density of one measure with respect to the other is calculated.
@article{TVP_1960_5_1_a4,
author = {A. V. Skorokhod},
title = {On the {Differentiability} of {Measures} {Corresponding} to {Random} {Processes.} {II.~Markov} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {45--53},
year = {1960},
volume = {5},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_1_a4/}
}
A. V. Skorokhod. On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 1, pp. 45-53. http://geodesic.mathdoc.fr/item/TVP_1960_5_1_a4/