ABSTRACT
H, in addition, the function y ...... F(t, Xi T, y) is even continuous then the generalized Markov equation
(19.3)
holds true. Observe that the function F is defined so far only for r > t; for r =t we set
lim F(t,x;r,y) = lim F(t,x;r,y) .,.-t+O t-.,.-o
{ 0 if y S x,
=: E(x,y) = . 1 If y> x.
