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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 2, Pages 60–70 (Mi thsp145)  
This article is cited in 1 scientific paper (total in 1 paper)

The brownian motion process with generalized diffusion matrix and drift vector

Bohdan I. Kopytkoa, Andriy F. Novosyadlo

a Ivan Franko National University, Department of Higher Mathematics, 1 Universytetska Str., Lviv, 79000, Ukraine
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Abstract: Using the method of the classical potential theory, we have constructed a semigroup of operators that describes a multidimensional process of Brownian motion, for which the drift vector and the diffusion matrix are generalized functions.
Keywords: Brownian motion process, generalized diffusion, analytical methods.
Document Type: Article
MSC: 60J60
Language: English
Citation: Bohdan I. Kopytko, Andriy F. Novosyadlo, “The brownian motion process with generalized diffusion matrix and drift vector”, Theory Stoch. Process., 14(30):2 (2008), 60–70
Citation in format AMSBIB
\Bibitem{KopNov08}
\by Bohdan~I.~Kopytko, Andriy~F.~Novosyadlo
\paper The brownian motion process with generalized diffusion matrix and drift vector
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 2
\pages 60--70
\mathnet{http://mi.mathnet.ru/thsp145}
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  • https://www.mathnet.ru/eng/thsp/v14/i2/p60
    • This publication is cited in the following 1 articles:
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    		Theory of Stochastic Processes
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