Geodesic
On Asymptotically-Continuous Stochastic Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 61-81

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An asymptotically continuous probability process is a single-parameter family of Markov processes, which obey Kolmogorov’s equation with a certain correction. This correction can be made infinitely small as the parameter of the family tends to zero. The process may not exist for a zero value of the parameter. Concrete examples of such processes are developed. 
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     author = {V. N. Klimov},
     title = {On {Asymptotically-Continuous} {Stochastic} {Processes}},
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V. N. Klimov. On Asymptotically-Continuous Stochastic Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 61-81. http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a3/