The Brownian motion process with generalized diffusion matrix and drift vector
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The Brownian motion process with generalized diffusion matrix and drift vector
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| Creator |
Kopytko, B.I.
Novosyadlo, A.F. |
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| 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.
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| Date |
2009-12-03T16:37:35Z
2009-12-03T16:37:35Z 2008 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4553 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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