On Multidimensional Generalized Diffusion Processes
We construct a multidimensional generalized diffusion process with the drift coefficient that is the (generalized) derivative of a vector-valued measure satisfying an analog of the Hölder condition with respect to volume. We prove the existence and continuity of the density of transition probability...
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| Date: | 2003 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2003
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4003 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |