The Brownian motion process with generalized diffusion matrix and drift vector
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.
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| Date: | 2008 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4553 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | The Brownian motion process with generalized diffusion matrix and drift vector / B.I. Kopytko, A.F. Novosyadlo // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 60–70. — Бібліогр.: 10 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862628132078485504 |
|---|---|
| author | Kopytko, B.I. Novosyadlo, A.F. |
| author_facet | Kopytko, B.I. Novosyadlo, A.F. |
| citation_txt | The Brownian motion process with generalized diffusion matrix and drift vector / B.I. Kopytko, A.F. Novosyadlo // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 60–70. — Бібліогр.: 10 назв.— англ. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-12-07T13:40:17Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4553 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T13:40:17Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Kopytko, B.I. Novosyadlo, A.F. 2009-12-03T16:37:35Z 2009-12-03T16:37:35Z 2008 The Brownian motion process with generalized diffusion matrix and drift vector / B.I. Kopytko, A.F. Novosyadlo // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 60–70. — Бібліогр.: 10 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4553 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. en Інститут математики НАН України The Brownian motion process with generalized diffusion matrix and drift vector Article published earlier |
| spellingShingle | The Brownian motion process with generalized diffusion matrix and drift vector Kopytko, B.I. Novosyadlo, A.F. |
| title | The Brownian motion process with generalized diffusion matrix and drift vector |
| title_full | The Brownian motion process with generalized diffusion matrix and drift vector |
| title_fullStr | The Brownian motion process with generalized diffusion matrix and drift vector |
| title_full_unstemmed | The Brownian motion process with generalized diffusion matrix and drift vector |
| title_short | The Brownian motion process with generalized diffusion matrix and drift vector |
| title_sort | brownian motion process with generalized diffusion matrix and drift vector |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4553 |
| work_keys_str_mv | AT kopytkobi thebrownianmotionprocesswithgeneralizeddiffusionmatrixanddriftvector AT novosyadloaf thebrownianmotionprocesswithgeneralizeddiffusionmatrixanddriftvector AT kopytkobi brownianmotionprocesswithgeneralizeddiffusionmatrixanddriftvector AT novosyadloaf brownianmotionprocesswithgeneralizeddiffusionmatrixanddriftvector |