On quasi-diffusional processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 3, pp. 424-443
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In the paper a Markov process $X$ in an Euclidean space is constructed for each elliptic differential operator $L$ of the second order with a continuous principal part. We prove that $X$ is a quasi-diffusional process with the oorreisponding differential operator equal to $L$. The infinitesimal operator of the part of $X$ in a domain with a fimooth, boundary is completely discribed in terms of Sobolev's spaces.
@article{TVP_1966_11_3_a2,
author = {N. V. Krylov},
title = {On quasi-diffusional processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {424--443},
publisher = {mathdoc},
volume = {11},
number = {3},
year = {1966},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_3_a2/}
}
N. V. Krylov. On quasi-diffusional processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 3, pp. 424-443. http://geodesic.mathdoc.fr/item/TVP_1966_11_3_a2/