On weak compactness of family of measures corresponding to
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 157-161
Voir la notice de l'article provenant de la source Math-Net.Ru
In this note a sufficient condition for the weak compactness of the family of measures
induced by $r$-dimensional continuous strong Markov processes is derived. For the one-dimensional case a sufficient condition is obtained in terms of drift and diffusion coefficients of the processes.
@article{TVP_1980_25_1_a15,
author = {M. Nikunen},
title = {On weak compactness of family of measures corresponding to},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {157--161},
publisher = {mathdoc},
volume = {25},
number = {1},
year = {1980},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a15/}
}
M. Nikunen. On weak compactness of family of measures corresponding to. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 157-161. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a15/