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).
Citation:
N. V. Krylov, “On the selection of a Markov process from a system of processes and the construction of quasi-diffusion processes”, Math. USSR-Izv., 7:3 (1973), 691–709
\Bibitem{Kry73}
\by N.~V.~Krylov
\paper On the selection of a~Markov process from a~system of processes and the construction of quasi-diffusion processes
\jour Math. USSR-Izv.
\yr 1973
\vol 7
\issue 3
\pages 691--709
\mathnet{http://mi.mathnet.ru/eng/im2287}
\crossref{https://doi.org/10.1070/IM1973v007n03ABEH001971}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=339338}
\zmath{https://zbmath.org/?q=an:0295.60057}
Linking options:
https://www.mathnet.ru/eng/im2287
https://doi.org/10.1070/IM1973v007n03ABEH001971
https://www.mathnet.ru/eng/im/v37/i3/p691
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