Absolute Continuity of Measures in the Class of Markov and Semi-Markov Processes of Diffusion Type

The property of absolute continuity of measures in the class of one-dimensional semi-Markov processes of diffusion type is investigated. The measure of such a process can be composed of two measures. The first one is a distribution of a random track, and the second one is a conditional distribution of a time run along the track. The desired density is represented in the form of product of two corresponding densities.