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On the properties of an operator of stochastic differentiation constructed on a group

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Abstract

We construct a differential operator by an admissible group in the space L 2 (ℝm,P)and study its properties.

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References

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Pilipenko, A.Y. On the properties of an operator of stochastic differentiation constructed on a group. Ukr Math J 48, 623–630 (1996). https://doi.org/10.1007/BF02390623

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  • DOI: https://doi.org/10.1007/BF02390623

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