Existence of diffusive processes with the given local characteristics

Existence of diffusive processes with the given local characteristics

Show other versions (1)

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...

Full description

Bibliographic Details
Main Author: M. M. Osypchuk
Format: Article
Language:English
Published: Vasyl Stefanyk Precarpathian National University 2012-12-01
Series:Karpatsʹkì Matematičnì Publìkacìï
Online Access:http://journals.pu.if.ua/index.php/cmp/article/view/15
id doaj-4158f4f6e9ba42448c4db52d33d38076
record_format Article
spelling doaj-4158f4f6e9ba42448c4db52d33d380762020-11-24T21:45:59ZengVasyl Stefanyk Precarpathian National UniversityKarpatsʹkì Matematičnì Publìkacìï2075-98272313-02102012-12-0111798410.15330/cmp.1.1.79-8416Existence of diffusive processes with the given local characteristicsM. M. Osypchuk0Vasyl Stefanyk Precarpathian National University, 57 Shevchenka str., 76018, Ivano-Frankivsk, UkraineThe 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
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
2313-0210
publishDate 2012-12-01
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
work_keys_str_mv AT mmosypchuk existenceofdiffusiveprocesseswiththegivenlocalcharacteristics
_version_ 1725902908258516992

Similar Items