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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1958 Volume 3, Issue 4, Pages 430–451 (Mi tvp4947)

This article is cited in 19 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


 English version:
Theory of Probability and its Applications, 1958, 3:4, 400–419


© Steklov Math. Inst. of RAS, 2024