Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 3-16
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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/
@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/
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ID - TVP_1968_13_1_a0
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%A A. D. Venttsel'
%T On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1968
%P 3-16
%V 13
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%U http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a0/
%G ru
%F TVP_1968_13_1_a0
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.
