Diffusion with irregular drift in a Hilbert space
Abstract
We construct a generalized diffusion process in a separable Hilbert space. The drift of this process satisfies certain conditions of integrability with respect to the Gaussian measure. We establish the properties of the constructed process.Downloads
Published
25.09.1995
Issue
Section
Research articles
How to Cite
Osipchuk, M. M. “Diffusion With Irregular Drift in a Hilbert Space”. Ukrains’kyi Matematychnyi Zhurnal, vol. 47, no. 9, Sept. 1995, pp. 1224–1230, https://umj.imath.kiev.ua/index.php/umj/article/view/5522.