### THE BROWNIAN MOTION PROCESS WITH GENERALIZED DIFFUSION MATRIX AND DRIFT VECTOR

**BOHDAN I. KOPYTKO AND ANDRIY F. NOVOSYADLO**

*Theory of Stochastic Processes*

*Vol. 14 (30), no. 2, 2008, pp. 60–70*

Using the method of the classical potential theory, we have constructed a semigroup of operators that describes a multidimensional process of Brownian motion, for which the drift vector and the diffusion matrix are generalized functions.

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