On Measure-Valued Processes Generated by Differential Equations |
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Authors: | Feshchenko O Yu |
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Institution: | (1) Ukrainian State Tax Administration, Kiev |
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Abstract: | We study the problem of representation of a homogeneous semigroup {
t
}
t 0 of transformations of probability measures on
in the form
where
satisfies a differential equation of a special form dependent on the measure . We give necessary and sufficient conditions for this representation. |
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Keywords: | |
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