Implicit Markov kernels in probability theory
Having Polish spaces , and we shall discuss the existence of an -valued random vector such that its conditional distributions satisfy or for some maps , or multifunction respectively. The problem is equivalent to the existence of universally measurable Markov kernel defined implicitly by or respectively. In the paper we shall provide sufficient conditions for the existence of the desired Markov kernel. We shall discuss some special solutions of the - or -problem and illustrate...