A. V. Skorokhod, “On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes”, Teor. Veroyatnost. i Primenen., 5:1 (1960), 45–53; Theory Probab. Appl., 5:1 (1960), 40

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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 1, Pages 45–53 (Mi tvp4813)

This article is cited in 15 scientific papers (total in 15 papers)

On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes

A. V. Skorokhod

Kiev

Full-text PDF (854 kB) Citations (15)

Abstract: 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.

Received: 15.07.1958

English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 1, Pages 40–49
DOI: https://doi.org/10.1137/1105005

Document Type: Article

Language: Russian

Citation: A. V. Skorokhod, “On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes”, Teor. Veroyatnost. i Primenen., 5:1 (1960), 45–53; Theory Probab. Appl., 5:1 (1960), 40–49

Citation in format AMSBIB

\Bibitem{Sko60}

\by A.~V.~Skorokhod

\paper On the Differentiability of Measures Corresponding to Random Processes. II.~Markov Processes

\jour Teor. Veroyatnost. i Primenen.

\yr 1960

\vol 5

\issue 1

\pages 45--53

\mathnet{http://mi.mathnet.ru/tvp4813}

\transl

\jour Theory Probab. Appl.

\yr 1960

\vol 5

\issue 1

\pages 40--49

\crossref{https://doi.org/10.1137/1105005}

Linking options:

https://www.mathnet.ru/eng/tvp4813

https://www.mathnet.ru/eng/tvp/v5/i1/p45

This publication is cited in the following 15 articles:

V. I. Bogachev, “Differentiable measures and the Malliavin calculus”, J Math Sci, 87:4 (1997), 3577
V. I. Bogachev, “Gaussian measures on linear spaces”, J Math Sci, 79:2 (1996), 933
V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104
S. N. Storchak, “Path reparametrization in a path integral on a finite-dimensional manifold”, Theoret. and Math. Phys., 75:3 (1988), 610–618
Ya. I. Belopol'skaya, Yu. L. Daletskii, “Itô equations and differential geometry”, Russian Math. Surveys, 37:3 (1982), 109–163
C. M. Newman, B. W. Stuck, “Chernoff bounds for discriminating between two markov processes”, Stochastics, 2:1-4 (1979), 139
Adrian Segall, Lecture Notes in Control and Information Sciences, 16, Stochastic Control Theory and Stochastic Differential Systems, 1979, 559
B. Bobrovsky, M. Zakai, “A lower bound on the estimation error for certain diffusion processes”, IEEE Trans. Inform. Theory, 22:1 (1976), 45
B. Bobrovsky, M. Zakai, “A lower bound on the estimation error for Markov processes”, IEEE Trans. Automat. Contr., 20:6 (1975), 785
A. D. Venttsel', M. I. Freidlin, “On small random perturbations of dynamical systems”, Russian Math. Surveys, 25:1 (1970), 1–55
Tyrone E. Duncan, “Evaluation of likelihood functions”, Information and Control, 13:1 (1968), 62
Donald A. Dawson, “Equivalence of Markov processes”, Trans. Amer. Math. Soc., 131:1 (1968), 1
S. R. S. Varadhan, “Diffusion processes in a small time interval”, Comm Pure Appl Math, 20:4 (1967), 659
I. I. Gikhman, A. V. Skorokhod, “On the densities of probability measures in function spaces”, Russian Math. Surveys, 21:6 (1966), 83–156
A. V. Skorokhod, “Stochastic Equations for Diffusion Processes in a Bounded Region”, Theory Probab. Appl., 6:3 (1961), 264–274

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Theory of Probability and its Applications

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