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

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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 languageEnglish (US)
Pages (from-to)691-709
Number of pages19
JournalMathematics of the USSR - Izvestija
Volume7
Issue number3
DOIs
StatePublished - Jun 30 1973

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