Abstract:
In this paper, we consider a definition of the interaction of two Markov processes. Conditions are found under which the interaction of Markov processes exists. A formula for the infinitesimal operator of the interaction process is given.
Citation:
G. N. Mil'shtein, “Interaction of Markov Processes”, Teor. Veroyatnost. i Primenen., 17:1 (1972), 36–45; Theory Probab. Appl., 17:1 (1972), 34–43