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.
Збережено в:
| Дата: | 2008 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4553 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4553 |
|---|---|
| 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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
The Brownian motion process with generalized diffusion matrix and drift vector |
| spellingShingle |
The Brownian motion process with generalized diffusion matrix and drift vector Kopytko, B.I. Novosyadlo, A.F. |
| title_short |
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_sort |
brownian motion process with generalized diffusion matrix and drift vector |
| author |
Kopytko, B.I. Novosyadlo, A.F. |
| author_facet |
Kopytko, B.I. Novosyadlo, A.F. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4553 |
| 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. |
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| first_indexed |
2025-12-07T13:40:17Z |
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2025-12-07T13:40:17Z |
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