On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion

A. D. Venttsel'

Moscow

Abstract: It is shown that transition probabilities of a generalized Brownian motion (see [1]) are absolutely continuous with respect to the “speed measure”. Some results concerning semigroups and infinitesimal generators are also obtained.

Received: 24.04.1967

 English version: Theory of Probability and its Applications, 1968, 13:1, 1–4

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