On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 3-16
Cet article a éte moissonné depuis la source Math-Net.Ru
It is shown that transition probabilities of a generalized Brownian motion (see [1]) are absolutely continuous with respect to the “speed measure”. Some results concerning semigroups and infinitesimal generators are also obtained.
@article{TVP_1968_13_1_a0,
author = {A. D. Venttsel'},
title = {On absolute continuity of transition probabilities of a~multidimensional generalized {Brownian} motion},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {3--16},
year = {1968},
volume = {13},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a0/}
}
TY - JOUR AU - A. D. Venttsel' TI - On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1968 SP - 3 EP - 16 VL - 13 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a0/ LA - ru ID - TVP_1968_13_1_a0 ER -
A. D. Venttsel'. On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 3-16. http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a0/