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

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Ukrainian Mathematical Journal Aims and scope

Abstract

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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References

  1. M. M. Osipchuk, “Diffusion with irregular transport,” Teor. Ver. Mat. Statist., 54, 122–128 (1996).

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  2. N. I. Portenko, Generalized Random Processes [in Russian], Naukova Dumka, Kiev (1982).

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Authors and Affiliations

  1. Ivano-Frankovsk Technical University of Oil and Gas, Ivano-Frankovsk

    M. M. Osipchuk

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  1. M. M. Osipchuk
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 10, pp. 1433–1437, October, 1998.

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Osipchuk, M.M. Density of the transition probability for one class of generalized diffusion processes. Ukr Math J 50, 1638–1643 (1998). https://doi.org/10.1007/BF02513496

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  • DOI: https://doi.org/10.1007/BF02513496

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