On the differentiability of the transition probabilities in stationary Markov processes with a denumberable number of states
Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta, Mathematics. Vol. IV, Tome 148 (1951) no. 148, pp. 53-59

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     author = {A. N. Kolmogorov},
     title = {On the differentiability of the transition probabilities in stationary {Markov} processes with a denumberable number of states},
     journal = {Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta},
     pages = {53--59},
     publisher = {mathdoc},
     volume = {148},
     number = {148},
     year = {1951},
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     url = {http://geodesic.mathdoc.fr/item/UZMU_1951_148_148_a5/}
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A. N. Kolmogorov. On the differentiability of the transition probabilities in stationary Markov processes with a denumberable number of states. Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta, Mathematics. Vol. IV, Tome 148 (1951) no. 148, pp. 53-59. http://geodesic.mathdoc.fr/item/UZMU_1951_148_148_a5/