Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 427-431
Citer cet article
V. A. Lebedev. On the Backward Interpolation Equations for the Jump Component of a Markov Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 427-431. http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a29/
@article{TVP_1973_18_2_a29,
author = {V. A. Lebedev},
title = {On the {Backward} {Interpolation} {Equations} for the {Jump} {Component} of a {Markov} {Process}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {427--431},
year = {1973},
volume = {18},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a29/}
}
TY - JOUR
AU - V. A. Lebedev
TI - On the Backward Interpolation Equations for the Jump Component of a Markov Process
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 427
EP - 431
VL - 18
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a29/
LA - ru
ID - TVP_1973_18_2_a29
ER -
%0 Journal Article
%A V. A. Lebedev
%T On the Backward Interpolation Equations for the Jump Component of a Markov Process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 427-431
%V 18
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a29/
%G ru
%F TVP_1973_18_2_a29
A Markov processes $(\theta_t,\nabla_t)$ with $\theta_t$ being a jump Markov process and $\nabla_t$ defined by the Ito equation (1) is considered. For the conditional probabilities $\pi_{\alpha}(t,\tau)$ and $\pi_{\alpha\beta}(t,\tau)$ the equation (3) and (4) are arived. The existence and uniqueness of a solution of the system (5) is proved.
