On some solutions to the Chapman-Kolmogorov integral equation. (English. Russian original) Zbl 1149.42300
Vestn. St. Petersbg. Univ., Math. 40, No. 4, 253-259 (2007); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2007, No. 4, 22-29 (2007).
Fourier and Hankel integral transforms are applied to the celebrated Chapman-Kolmogorov equation.
Reviewer: George Stoica (Saint John)
MSC:
| 42A61 | Probabilistic methods for one variable harmonic analysis |
References:
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