Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time

DOI10.3103/S1063454116020114zbMath1378.60103MaRDI QIDQ2404770

R. N. Miroshin

Publication date: 20 September 2017

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

functional equationstransition probabilitymultidimensional-state Markov process with continuous timesolutions of the Chapman-Kolmogorov equation

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35)

Cites Work

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• On multiple integrals of special form
• On some solutions to the Chapman-Kolmogorov integral equation
• Lectures on Fourier Integrals. (AM-42)

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