One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution
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| Creator |
Aryasova, O.V.
Portenko, M.I. |
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| Description |
A class of stochastic differential equations in a multidimensional Euclidean space such that the property of a solution to be unique (in a weak sense) fails for it is considered. We present the correct formulation of the corresponding martingale problem and prove the uniqueness of its solution.
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| Date |
2009-11-09T13:05:31Z
2009-11-09T13:05:31Z 2005 |
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| Type |
Article
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| Identifier |
One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 14–28. — Бібліогр.: 12 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4422 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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