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Propagation of X-ray coherence through dynamical diffraction of a perfect crystal is discussed theoretically. A rigorous and general relation between coherence functions before and after diffraction is found by using time-dependent field solutions of Takagi-Taupin equations for a temporally and spatially inhomogeneous incident X-ray pulse. Asymmetry of the diffraction, together with the finite penetration depth, is shown to modify the coherence function in the direction of the diffraction vector.