Conditional distributions which do not satisfy the Chapman-Kolmogorov equation (Q2468446)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional distributions which do not satisfy the Chapman-Kolmogorov equation |
scientific article |
Statements
Conditional distributions which do not satisfy the Chapman-Kolmogorov equation (English)
0 references
23 January 2008
0 references
It is shown that for a class of generalized diffusions on a bounded interval, their conditional law given hitting or asymptotically hitting the right boundary before the left does not satisfy the Chapman-Kolmogorov equation.
0 references
one-dimensional generalized diffusions
0 references
conditional diffusions
0 references
Chapman-Kolmogorov equation
0 references
