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This article is cited in 2 scientific papers (total in 2 papers)
Singular parabolic equations and Markov processes
A. N. Kochubei
Abstract:
Analogues of fundamental solutions and corresponding transition functions of Markov processes are constructed for parabolic equations with unbounded discontinuous coefficients satisfying certain dissipation conditions. In particular, an analytic construction of a Markov process of a stochastic model of quantum mechanics is obtained.
Bibliography: 40 titles.
Received: 30.04.1982
Citation:
A. N. Kochubei, “Singular parabolic equations and Markov processes”, Izv. Akad. Nauk SSSR Ser. Mat., 48:1 (1984), 77–103; Math. USSR-Izv., 24:1 (1985), 73–97
Linking options:
https://www.mathnet.ru/eng/im1419https://doi.org/10.1070/IM1985v024n01ABEH001214 https://www.mathnet.ru/eng/im/v48/i1/p77
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Abstract page: | 577 | Russian version PDF: | 150 | English version PDF: | 12 | References: | 84 | First page: | 1 |
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