Density of the transition probability for one class of generalized diffusion processes |
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Authors: | M. M. Osipchuk |
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Affiliation: | (1) Ivano-Frankovsk Technical University of Oil and Gas, Ivano-Frankovsk |
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Abstract: | The existence of the density of the transition probability is investigated for a generalized diffusion process with transport that satisfies a certain condition of integrability with respect to the Gaussian measure. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 10, pp. 1433–1437, October, 1998. |
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