On some solutions to the Chapman-Kolmogorov integral equation

DOI10.3103/S1063454107040012zbMath1149.42300MaRDI QIDQ946018

R. N. Miroshin

Publication date: 22 September 2008

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

Mathematics Subject Classification ID

Probabilistic methods for one variable harmonic analysis (42A61)

Related Items

Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time ⋮ Kolmogorov equations in fractional derivatives for the transition probabilities of continuous-time Markov processes ⋮ Representation of a multiple integral of special form by a series

Cites Work

• On a class of multiple integrals
• Convergence of Longuet-Higgins Series for Stationary Gaussian Markov Processes of First Order
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