The Brownian motion process with generalized diffusion matrix and drift vector

dc.contributor.author	Kopytko, B.I.
dc.contributor.author	Novosyadlo, A.F.
dc.date.accessioned	2009-12-03T16:37:35Z
dc.date.available	2009-12-03T16:37:35Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4553
dc.description.abstract	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_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	The Brownian motion process with generalized diffusion matrix and drift vector	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US