An integral representation of a multiplicative stochastic semigroup without martingality and continuity conditions (Q1076425)

The content of the paper is a proof of the following theorem: Every \(M_ 2\)-semigroup \(X^ t_ s\) is a solution of the stochastic integral equation \[ X^ t_ s=x^ t_ s+\int^{t}_{s}X^{\tau}_ s d\check Y^{\tau}_ 0 x^ t_{\quad \tau} \] where \(x^ t_ s=MX^ t_ s\) and \(\check Y^ t_ s=\check D(X^ t_ s)=\lim_{n\to \infty}\sum^{m_ n}_{k=1}(X^{t^ n_ k}_{t^ n_{k-1}}- x^{t^ n_ k}_{t^ n_{k-1}})\) is the infinitesimal Ǎ- semigroup for \(X^ t_ s\). The present paper is a continuation of the author's previous works [Ukr. Mat. Zh. 35, No.2, 221-224 (1983; Zbl 0537.60079); ibid. 35, No.4, 485-489 (1983; Zbl 0537.60080); ibid. 36, No.1, 3-7 (1984; Zbl 0564.60064) and ibid. 37, No.3, 285-294 (1985; Zbl 0579.60062)]. The concepts and notations used in the present paper are taken from the previous ones.