The Minimal Process Generated by a Differential Operator of the Second Order in R^n
Citation：
Gong Guanglu.The Minimal Process Generated by a Differential Operator of the Second Order in R^n[J].Chinese Annals of Mathematics B,1982,3(6):803~812
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Authors：
Gong Guanglu;
Abstract：
For a differential operator
$\Omega u=\sum\limits_i,j=1^n \frac{\partial}{\partial x_i}(a_ij(x)\frac{\partial u}{\partial x_j})+\sum\limits_{i=1}^n b_i(x)\frac{\partial u}{\partial x_i}+c(x)u$
with unbounded coefficients in R^n, a standard continuous paths process with infinitesimal operator \Omega has been constructed in this paper, and the invariance of such process under a transformation group of phase space has been discussed.
