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Teor. Veroyatnost. i Primenen., 1966, Volume 11, Issue 3, Pages 424–443 (Mi tvp639)  

This article is cited in 6 scientific papers (total in 6 papers)

On quasi-diffusional processes

N. V. Krylov

Moscow

Abstract: In the paper a Markov process $X$ in an Euclidean space is constructed for each elliptic differential operator $L$ of the second order with a continuous principal part. We prove that $X$ is a quasi-diffusional process with the oorreisponding differential operator equal to $L$. The infinitesimal operator of the part of $X$ in a domain with a fimooth, boundary is completely discribed in terms of Sobolev's spaces.

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English version:
Theory of Probability and its Applications, 1966, 11:3, 373–389

Bibliographic databases:

Received: 17.04.1965

Citation: N. V. Krylov, “On quasi-diffusional processes”, Teor. Veroyatnost. i Primenen., 11:3 (1966), 424–443; Theory Probab. Appl., 11:3 (1966), 373–389

Citation in format AMSBIB
\Bibitem{Kry66}
\by N.~V.~Krylov
\paper On quasi-diffusional processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1966
\vol 11
\issue 3
\pages 424--443
\mathnet{http://mi.mathnet.ru/tvp639}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=200975}
\zmath{https://zbmath.org/?q=an:0202.47502}
\transl
\jour Theory Probab. Appl.
\yr 1966
\vol 11
\issue 3
\pages 373--389
\crossref{https://doi.org/10.1137/1111037}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. N. V. Krylov, “Nekotorye svoistva kvazidiffuzionnogo protsessa”, UMN, 21:1(127) (1966), 177–179  mathnet
    2. N. V. Krylov, “O resheniyakh ellipticheskikh uravnenii vtorogo poryadka”, UMN, 21:2(128) (1966), 233–235  mathnet  mathscinet
    3. N. V. Krylov, “Control of Markov processes and $W$-spaces”, Math. USSR-Izv., 5:1 (1971), 233–266  mathnet  crossref  mathscinet  zmath
    4. A. N. Kochubei, “Singular parabolic equations and Markov processes”, Math. USSR-Izv., 24:1 (1985), 73–97  mathnet  crossref  mathscinet  zmath
    5. Cherny A.S., Engelbert H.-J., “Singular stochastic differential equations”, Singular Stochastic Differential Equations, Lecture Notes in Mathematics, 1858, 2005, 1  mathscinet  zmath  isi
    6. Fernholz E.R., Ichiba T., Karatzas I., Prokaj V., “Planar Diffusions with Rank-Based Characteristics and Perturbed Tanaka Equations”, Probab. Theory Relat. Field, 156:1-2 (2013), 343–374  crossref  isi
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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