Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






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


Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 540–547 (Mi tvp736)  

This article is cited in 15 scientific papers (total in 15 papers)

Short Communications

On a class degenerative diffusion processes

I. M. Sonin

Moscow
Abstract: It is proved that the degenerative diffusion processes with the characteristic operators reducing after a change of variables to the form
\begin{gather*} Lu=\frac12\sum_{ij=1}^na_{ij}(x_1^1,\dots,x_1^n,x_2^1,\dots,x_2^n,\dots,x_N^1,\dots,x_N^n,t)\frac{\partial^2u}{\partial x_1^i\partial x_1^j}+ \\ +\sum_{i=1}^na_i(x_1^1,\dots,x_N^n,t)\frac{\partial u}{\partial x_1^i}+\sum_{i=1}^nx_1^i\frac{\partial u}{\partial x_2^i}+\sum_{i=1}^nx_2^i\frac{\partial u}{\partial x_3^i}+\dots \\ \dots+\sum_{i=1}^nx_{N-1}^i\frac{\partial u}{\partial x_N^i}+a(x_1^1,\dots,x_N^n,t)u \end{gather*}
have smooth densities. The proof is carried out by constructing the fundamental solution of the corresponding parabolic equation. For this the classical method of Lévy with some modifications is used.
Received: 05.05.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 490–496
DOI: https://doi.org/10.1137/1112059
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. M. Sonin, “On a class degenerative diffusion processes”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 540–547; Theory Probab. Appl., 12:3 (1967), 490–496
Citation in format AMSBIB
\Bibitem{Son67}
\by I.~M.~Sonin
\paper On a~class degenerative diffusion processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 540--547
\mathnet{http://mi.mathnet.ru/tvp736}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=215367}
\zmath{https://zbmath.org/?q=an:0183.19901}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 490--496
\crossref{https://doi.org/10.1137/1112059}
Linking options:
  • https://www.mathnet.ru/eng/tvp736
  • https://www.mathnet.ru/eng/tvp/v12/i3/p540
  • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:265
    Full-text PDF :120
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024