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Short Communications

Diffusion processes and differential equations degenerating at certain points

V. V. Sarafyan

Moscow

Abstract: The paper gives a complete description of all bounded solutions of the first boundary problem for the operator
$$ L=\frac{1}{2}\sum_{i,j=1}^n a^{ij}(x)\frac{\partial^2}{\partial x^i\partial x^j}+\sum_{i=1}^{n}b^i \frac{\partial}{\partial x^i} $$
degenerating at certain points.

Received: 15.03.1971

 English version: Theory of Probability and its Applications, 1973, 17:4, 699–703

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