On the selection of a markov process from a system of processes and the construction of quasi-diffusion processes

N. V. Krylov

doi:10.1070/IM1973v007n03ABEH001971

On the selection of a markov process from a system of processes and the construction of quasi-diffusion processes

N. V. Krylov

School of Mathematics

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Abstract

In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with '‘poor” coefficients (e.g. with a degenerate diffusion matrix).

Original language	English (US)
Pages (from-to)	691-709
Number of pages	19
Journal	Mathematics of the USSR - Izvestija
Volume	7
Issue number	3
DOIs	https://doi.org/10.1070/IM1973v007n03ABEH001971
State	Published - Jun 30 1973

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10.1070/IM1973v007n03ABEH001971

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abstract = "In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with '{\textquoteleft}poor” coefficients (e.g. with a degenerate diffusion matrix).",

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AB - In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with '‘poor” coefficients (e.g. with a degenerate diffusion matrix).

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On the selection of a markov process from a system of processes and the construction of quasi-diffusion processes

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