Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type

DOI10.1023/A:1025764813200zbMath1037.60078OpenAlexW1991451050MaRDI QIDQ5907037

B. P. Kharlamov

Publication date: 9 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025764813200

zbMATH Keywords

Poisson measuremartingaleLévy measuretrajectorystochastic integraltrackcurvilinear integraltime run

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov renewal processes, semi-Markov processes (60K15) Continuity and singularity of induced measures (60G30)

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