Construction of the diffusion process with generalized drift vector by means of solution some conjugation problem for the second-order parabolic type equation

DOI10.1515/ROSE.1994.2.2.189MaRDI QIDQ4861925zbMATH OpenOpenAlexFDO

Authors B. I. Kopytko

Publication date 8 February 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1994.2.2.189

zbMATH Keywords

parabolic equationsdiffusion processesgeneralized drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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