Theory of Probability and Its Applications · 1960 · 12 citations · 2 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesMeasure-theoretic ProbabilityProbability DistributionsStochastic CalculusStochastic Differential EquationsMarkov PropertyStochastic Process Analysis
The conditions for the differentiability of measures that correspond to Markov processes are investigated and the density of one measure with respect to the other is calculated.
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