Bohdan I. Kopytko, Andriy F. Novosyadlo, “The brownian motion process with generalized diffusion matrix and drift vector”, Theory Stoch. Process., 2008, Volume 14(30), Issue 2,Pages <nobr>60

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The brownian motion process with generalized diffusion matrix and drift vector

Bohdan I. Kopytko^a, Andriy F. Novosyadlo

^a Ivan Franko National University, Department of Higher Mathematics, 1 Universytetska Str., Lviv, 79000, Ukraine

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.

MSC: 60J60

Language: English