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.
References
M. M. Osipchuk, “Diffusion with irregular transport,” Teor. Ver. Mat. Statist., 54, 122–128 (1996).
N. I. Portenko, Generalized Random Processes [in Russian], Naukova Dumka, Kiev (1982).
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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