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On the selection of a Markov process from a system of processes and the construction of quasi-diffusion processes

N. V. Krylov


Abstract: In this paper the notion of a Markov system of processes is introduced, and it is proved that a Markov process can be selected from such a system. The usefulness of this fact is illustrated by the example of constructing quasidiffusion processes with “poor” coefficients (e.g. with a degenerate diffusion matrix).

UDC: 519.2

MSC: Primary 60I25, 60I60; Secondary 93E20, 60H10

Received: 19.10.1971

 English version: Mathematics of the USSR-Izvestiya, 1973, 7:3, 691–709

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