Conditional distributions which do not satisfy the Chapman-Kolmogorov equation

DOI10.2969/JMSJ/05940971zbMath1135.60050OpenAlexW2062461255MaRDI QIDQ2468446

Masaru Iizuka, Miyuki Maeno, Matsuyo Tomisaki

Publication date: 23 January 2008

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/05940971

zbMATH Keywords

Chapman-Kolmogorov equationconditional diffusionsone-dimensional generalized diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35)

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