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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 1, Pages 3–16
(Mi tvp789)
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On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion
A. D. Venttsel' Moscow
Abstract:
It is shown that transition probabilities of a generalized Brownian motion (see [1]) are absolutely continuous with respect to the “speed measure”. Some results concerning semigroups and infinitesimal generators are also obtained.
Received: 24.04.1967
Citation:
A. D. Venttsel', “On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 3–16; Theory Probab. Appl., 13:1 (1968), 1–4
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https://www.mathnet.ru/eng/tvp789 https://www.mathnet.ru/eng/tvp/v13/i1/p3
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Abstract page: | 200 | Full-text PDF : | 104 | First page: | 1 |
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