Abstract
For a two-component diffusion process on the Euclidean space, we consider the question of the existence of the density of the distribution, with respect to Lebesgue measure, and we study its analytic properties. We also consider the question of the existence and uniqueness of the solution of the equation for (the filtering equation). Bibliography: 18 titles.
Original language | English (US) |
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Pages (from-to) | 336-356 |
Number of pages | 21 |
Journal | Mathematics of the USSR - Izvestija |
Volume | 12 |
Issue number | 2 |
DOIs | |
State | Published - Apr 30 1978 |