Interaction of Markov Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 36-45
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In this paper, we consider a definition of the interaction of two Markov processes. Conditions are found under which the interaction of Markov processes exists. A formula for the infinitesimal operator of the interaction process is given.
@article{TVP_1972_17_1_a2,
author = {G. N. Mil'shtein},
title = {Interaction of {Markov} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {36--45},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {1972},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a2/}
}
G. N. Mil'shtein. Interaction of Markov Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 36-45. http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a2/