Geodesic
Differentiability of transition probabilities of a homogeneous Markov process with countably many states
Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta, Mathematics. Vol. IX, Tome 186 (1959) no. 186, pp. 141-159

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     author = {A. A. Yushkevich},
     title = {Differentiability of transition probabilities of a~homogeneous {Markov} process with countably many states},
     journal = {Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta},
     pages = {141--159},
     publisher = {mathdoc},
     volume = {186},
     number = {186},
     year = {1959},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZMU_1959_186_186_a8/}
}
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A. A. Yushkevich. Differentiability of transition probabilities of a homogeneous Markov process with countably many states. Uchenye Zapiski Moskovskogo Gosudarstvennogo Universiteta, Mathematics. Vol. IX, Tome 186 (1959) no. 186, pp. 141-159. http://geodesic.mathdoc.fr/item/UZMU_1959_186_186_a8/