Diffusion with irregular drift in a Hilbert space

  • M. M. Osipchuk

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.
Published
25.09.1995
How to Cite
OsipchukM. 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.
Section
Research articles