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On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes

A. V. Skorokhod

Kiev

Abstract: The conditions for the differentiability of measures that correspond to Markov processes are investigated and the density of one measure with respect to the other is calculated.

Received: 15.07.1958

 English version: Theory of Probability and its Applications, 1960, 5:1, 40–49