Geodesic
The brownian motion process with generalized diffusion matrix and drift vector
Teoriâ slučajnyh processov, Tome 14 (2008) no. 2, pp. 60-70

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Using the method of the classical potential theory, we have constructed a semigroup of operators that describes a multidimensional process of Brownian motion, for which the drift vector and the diffusion matrix are generalized functions.
Keywords: Brownian motion process, generalized diffusion, analytical methods. 
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     title = {The brownian motion process with generalized diffusion matrix and drift vector},
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Bohdan I. Kopytko; Andriy F. Novosyadlo. The brownian motion process with generalized diffusion matrix and drift vector. Teoriâ slučajnyh processov, Tome 14 (2008) no. 2, pp. 60-70. http://geodesic.mathdoc.fr/item/THSP_2008_14_2_a7/