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Teoriya Veroyatnostei i ee Primeneniya, 1958, Volume 3, Issue 4, Pages 430–451
(Mi tvp4947)
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This article is cited in 20 scientific papers (total in 20 papers)
Diffusion Processes and Elliptic Differential Equations Degenerating at the Boundary of the Domain
R. Z. Khas'minskii Moscow
Abstract:
In this paper Markov diffusion processes with continuous paths are studied. We give the definitions of attracting, repelling, unattainable and regular boundaries.
Effective sufficient conditions for each type expressed in terms of the coefficients of the equation (2) are given also. These conditions are also necessary for additional assumptions.
Received: 18.04.1958
Citation:
R. Z. Khas'minskii, “Diffusion Processes and Elliptic Differential Equations Degenerating at the Boundary of the Domain”, Teor. Veroyatnost. i Primenen., 3:4 (1958), 430–451; Theory Probab. Appl., 3:4 (1958), 400–419
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https://www.mathnet.ru/eng/tvp4947 https://www.mathnet.ru/eng/tvp/v3/i4/p430
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Abstract page: | 161 | Full-text PDF : | 114 |
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