Дифузiї, породженi вiнеровим процесом

DOI10.15330/cmp.5.2.180-186zbMath1391.60193OpenAlexW2048404125MaRDI QIDQ2941977

G. S. Bigun, M. M. Osypchuk

Publication date: 26 August 2015

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.5.2.180-186

zbMATH Keywords

Wiener processdiffusion processMarkov processrandom replacement timetransformation of the phase space

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Bilateral estimates of some pseudo-derivatives of the transition probability density of an isotropic $\alpha$-stable stochastic process

Cites Work

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