Diffusion processes with generalized drift vector
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 62-77
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Continuous Markov processes in $R^{m}$ are constructed or which the diffusion coefficients exist in a generalized sense. These generalized coefficients are: a non-singular Hölder continuous diffusion matrix and a drift vector which is represented in the form $a(x)=\overline N(x)\delta_S(x)$ where $S$ is a $(m-1)$-dimensional surface, $\overline N(x)$ is a vector field and $\delta_S(x)$ is a generalized function the action of which onto basic functions is reduced to integration over $S$.
@article{TVP_1979_24_1_a4,
author = {N. I. Portenko},
title = {Diffusion processes with generalized drift vector},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {62--77},
year = {1979},
volume = {24},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a4/}
}
N. I. Portenko. Diffusion processes with generalized drift vector. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 62-77. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a4/