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

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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.
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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/