The Brownian motion process with generalized diffusion matrix and drift vector

• Datum: 2008
• Hauptverfasser: Kopytko, B.I., Novosyadlo, A.F.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2008
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4553
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: 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.

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.