Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 149-154
Citer cet article
B. L. Rozovskiǐ. On the conditional distributions of the degenerate diffusion. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 149-154. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a13/
@article{TVP_1980_25_1_a13,
author = {B. L. Rozovskiǐ},
title = {On the conditional distributions of the degenerate diffusion},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {149--154},
year = {1980},
volume = {25},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a13/}
}
TY - JOUR
AU - B. L. Rozovskiǐ
TI - On the conditional distributions of the degenerate diffusion
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 149
EP - 154
VL - 25
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a13/
LA - ru
ID - TVP_1980_25_1_a13
ER -
%0 Journal Article
%A B. L. Rozovskiǐ
%T On the conditional distributions of the degenerate diffusion
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 149-154
%V 25
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a13/
%G ru
%F TVP_1980_25_1_a13
Existence of a density $\pi_{t,s}=\mathbf P\{x_t\in dx\mid y_\tau,\tau\le s\}/dx,\quad s\le t$, for a degenerate multidimensional diffusion process $(x,y)$ as well as the analytical properties of $\pi_{t,s}$ and the filtering equations for $\pi_{t,t}$ are considered.
