This article is cited in 2 papers

Singular parabolic equations and Markov processes

A. N. Kochubei


Abstract: Analogues of fundamental solutions and corresponding transition functions of Markov processes are constructed for parabolic equations with unbounded discontinuous coefficients satisfying certain dissipation conditions. In particular, an analytic construction of a Markov process of a stochastic model of quantum mechanics is obtained.
Bibliography: 40 titles.

UDC: 517.944+519.21

MSC: Primary 35K15, 60J25; Secondary 35R05

Received: 30.04.1982

 English version: Mathematics of the USSR-Izvestiya, 1985, 24:1, 73–97

Bibliographic databases:

• 
•