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Random processes with common cotransition probabilities

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Abstract

The paper is devoted to the investigation of equivalent Markov diffusion processes. Analogues of the fundamental facts of the discrete theory are obtained.

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Authors
  1. S. V. Kerov
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  2. O. A. Orevkova
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Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 169–181, 1990.

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Kerov, S.V., Orevkova, O.A. Random processes with common cotransition probabilities. J Math Sci 68, 516–525 (1994). https://doi.org/10.1007/BF01254276

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