Density of the transition probability for one class of generalized diffusion processes

The existence of the density of the transition probability is investigated for a generalized diffusion process with transport that satisfies a certain condition of integrability with respect to the Gaussian measure.

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Bibliographic Details
Date:1998
Main Authors: Osipchuk, M. M., Осипчук, М. М.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 1998
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4830
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal