Hess, H. -U. - In: Stochastic Processes and their Applications 22 (1986) 2, pp. 259-269
It is assumed that (Xt)t[greater-or-equal, slanted]0 is a diffusion in n, that are bounded and open, and that the starting point of (Xt)t[greater-or-equal, slanted]0 is unknown, except that it lies in G0. Based on the observation of the passage of a single path through [not partial...