scientific article; zbMATH DE number 3879847

MaRDI QIDQ3345529zbMATH OpenFDO

Authors V. P. Nejmanis

Publication date 1983

zbMATH Keywords

expectation semigroupinfinitesimal operatormultiplicative operator functional

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Random operators and equations (aspects of stochastic analysis) (60H25) Transition functions, generators and resolvents (60J35) Multiplicative functionals and Markov processes (60J57)

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(3)

• Integral representations of solutions for linear stochastic equations with multiplicative perturbances
• Representation of functionals of Itô processes and their first exit times
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