.
. ( - - (, ), ). .
xt, tÎTÍR1, .
xt ,
- (.. ), t1<t2<... <tn<t - .
.
.
.
, , , .
.
(s, x, t, ),
P{xtÎG|xs}=P(s, xs, t, G)
, :
P(s, x, s, G)=dx(G); dx(G)=1, xÎG dx(G)=0 ;
P(s, X, t, X)=1.
0 - ( ) , ..
P{xsÎG}=P0(G)
, , . :
s xs x, Ps,x
Ps,x(xtÎG)= P(s, x, t, G)
, -. s£t£u.
Ps,x(xuÎG)= P(s, x, u, G)
()
( X=R) p(s, x, t, y), ,
- :
(-2)