Siberian Mathematical Journal

, Volume 10, Issue 2, pp 244–252 | Cite as

Diffusion on a plane with reflection. construction of the process

  • N. V. Krylov


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literature Cited

  1. 1.
    E.B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow (1963).Google Scholar
  2. 2.
    M.I. Freidlin, “Diffusion processes with reflection and the problem with an oblique derivative on a manifold with an edge” [in Russian], Teor. Veroyat. i ee Primen., Vol. 8, No. 1 (1963), pp. 80–88.Google Scholar
  3. 3.
    P. Courrege and P. Priouret, “Recallements de processus de Markov,” Publications de l'institut de statistique de l'universite de Paris,14, 3 (1965).Google Scholar
  4. 4.
    N.V. Krylov, “On quasidiffusion processes” [in Russian], Teor. Veroyat. i ee Primen., Vol. 11, No. 3 (1966), pp. 424–433.Google Scholar
  5. 5.
    N.V. Krylov, “On the first boundary value problem for second order elliptic equations” [in Russian], Diff. Urav.,3, No. 2 (1967), pp. 315–326.Google Scholar
  6. 6.
    H. Tanaka, “Existence of diffusions with continuous coefficients,” Mem. Fac. Sci. Kyushu Univ.,A.18 (1964), pp. 89–103.Google Scholar
  7. 7.
    S.L. Sobolev, Some Applications of Functional Analysis in Mathematical Physics [in Russian], Izd-vo Leningr. Un-ta., Leningrad (1950).Google Scholar
  8. 8.
    N.V. Krylov, “Parabolic equations on a plane and semigroups” [in Russian], Diff. Urav. (in press).Google Scholar
  9. 9.
    N.V. Krylov, “On stochastic integral equations of K. Ito” [in Russian], Teor. Veroyat. i ec Primen., (in Press).Google Scholar
  10. 10.
    O.A. Ladyzhenskaya and N.N. Ural'tseva, Linear and Quasilinear Equations of Elliptic Type [in Russian], Nauka, Moscow (1964).Google Scholar
  11. 11.
    A.D. Aleksandrov, “Majorization of solutions of linear equations” [in Russian], Vestnik Leningr. Unta., Ser. Matem., No. 1, Issue 1 (1966), pp. 5–26.Google Scholar

Copyright information

© Consultants Bureau 1969

Authors and Affiliations

  • N. V. Krylov

There are no affiliations available

Personalised recommendations