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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 2, страницы 60–70 (Mi thsp145)

Эта публикация цитируется в 1 статье

The brownian motion process with generalized diffusion matrix and drift vector

Bohdan I. Kopytkoa, Andriy F. Novosyadlo

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

Аннотация: 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.

Ключевые слова: Brownian motion process, generalized diffusion, analytical methods.

MSC: 60J60

Язык публикации: английский



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