Existence of diffusive processes with the given local characteristics

Existence of diffusive processes with the given local characteristics

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The results which concern to existence of diffusive processes with the given local characteristics (vector of drift, operator of diffusion) are considered in the article. The processes are examined in separable Hilbert space. Some properties of such processes (equivalence of measures, connection wit...

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Main Author: M. M. Osypchuk
Format: Article
Language:English
Published: Vasyl Stefanyk Precarpathian National University 2009-06-01
Series:Karpatsʹkì Matematičnì Publìkacìï
Online Access:http://journals.pu.if.ua/index.php/cmp/article/view/15/12
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spelling doaj-318e33bc999942b2a4419ac2ad2ac6d52020-11-25T01:00:22ZengVasyl Stefanyk Precarpathian National UniversityKarpatsʹkì Matematičnì Publìkacìï2075-98272009-06-01117984Existence of diffusive processes with the given local characteristicsM. M. OsypchukThe results which concern to existence of diffusive processes with the given local characteristics (vector of drift, operator of diffusion) are considered in the article. The processes are examined in separable Hilbert space. Some properties of such processes (equivalence of measures, connection with stochastic differential equations) are also considered.http://journals.pu.if.ua/index.php/cmp/article/view/15/12
collection DOAJ
language English
format Article
sources DOAJ
author M. M. Osypchuk
spellingShingle M. M. Osypchuk
Existence of diffusive processes with the given local characteristics
Karpatsʹkì Matematičnì Publìkacìï
author_facet M. M. Osypchuk
author_sort M. M. Osypchuk
title Existence of diffusive processes with the given local characteristics
title_short Existence of diffusive processes with the given local characteristics
title_full Existence of diffusive processes with the given local characteristics
title_fullStr Existence of diffusive processes with the given local characteristics
title_full_unstemmed Existence of diffusive processes with the given local characteristics
title_sort existence of diffusive processes with the given local characteristics
publisher Vasyl Stefanyk Precarpathian National University
series Karpatsʹkì Matematičnì Publìkacìï
issn 2075-9827
publishDate 2009-06-01
description The results which concern to existence of diffusive processes with the given local characteristics (vector of drift, operator of diffusion) are considered in the article. The processes are examined in separable Hilbert space. Some properties of such processes (equivalence of measures, connection with stochastic differential equations) are also considered.
url http://journals.pu.if.ua/index.php/cmp/article/view/15/12
work_keys_str_mv AT mmosypchuk existenceofdiffusiveprocesseswiththegivenlocalcharacteristics
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