Mathematics

Investigation of boundary value problems for characteristic operators of diffusion processes in Banach spaces

A. A. Lobuzov


Abstract: We study some properties of diffusions in Banach spaces and prove the existence of solutions of the first boundary value problems for characteristic operators of diffusion and the space-time diffusion processes. These characteristic operators are the extensions of respectively elliptic and parabolic differential operators in Banach spaces.

UDC: 517.948+519.2

Received: 21.04.1981

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