Mathematics of the USSR-Izvestiya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Izv. RAN. Ser. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Mathematics of the USSR-Izvestiya, 1979, Volume 13, Issue 1, Pages 9–51
DOI: https://doi.org/10.1070/IM1979v013n01ABEH002009 (Mi im1788) 		 
This article is cited in 12 scientific papers (total in 12 papers)

On processes with Lévy generating operator in a half-space

S. V. Anulova
English version PDF (1652 kB) Citations (12)
References:
PDF
HTML
DOI: https://doi.org/10.1070/IM1979v013n01ABEH002009
Abstract: The author considers a stochastic differential equation in a half-space with boundary conditions of Ventcel'. Under mild regularity conditions imposed on the coefficients the existence of a solution is proved, and the Markov property thereof is studied. From the results the existence of a Markov process in a half-space, with corresponding generating operator and boundary conditions, is deduced. An ancillary estimate of the distribution density of a stochastic integral, which is of independent interest, is also proved.
Bibliography: 20 titles.
Received: 24.06.1977
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1978, Volume 42, Issue 4, Pages 708–750
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H10, 60J25; Secondary 60H05
Language: English
Original paper language: Russian
Citation: S. V. Anulova, “On processes with Lévy generating operator in a half-space”, Izv. Akad. Nauk SSSR Ser. Mat., 42:4 (1978), 708–750; Math. USSR-Izv., 13:1 (1979), 9–51
Citation in format AMSBIB
\Bibitem{Anu78}
\by S.~V.~Anulova
\paper On processes with L\'evy generating operator in a~half-space
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1978
\vol 42
\issue 4
\pages 708--750
\mathnet{http://mi.mathnet.ru/im1788}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=508823}
\zmath{https://zbmath.org/?q=an:0418.60059|0386.60043}
\transl
\jour Math. USSR-Izv.
\yr 1979
\vol 13
\issue 1
\pages 9--51
\crossref{https://doi.org/10.1070/IM1979v013n01ABEH002009}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979JB17800002}
Linking options:
  • https://www.mathnet.ru/eng/im1788
  • https://doi.org/10.1070/IM1979v013n01ABEH002009
  • https://www.mathnet.ru/eng/im/v42/i4/p708
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
    Statistics & downloads:
    Abstract page:328
    Russian version PDF:134
    English version PDF:5
    References:23
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024