Singular parabolic equations and Markov processes

A. N. Kochubei

Izvestiya. Mathematics, Tome 24 (1985) no. 1, pp. 73-97

Résumé

Analogues of fundamental solutions and corresponding transition functions of Markov processes are constructed for parabolic equations with unbounded discontinuous coefficients satisfying certain dissipation conditions. In particular, an analytic construction of a Markov process of a stochastic model of quantum mechanics is obtained. Bibliography: 40 titles.

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