On the Markov property of strong solutions to sde with generalized coefficients
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On the Markov property of strong solutions to sde with generalized coefficients
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| Creator |
Zaitseva, L.L.
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| Description |
We present the complete proof of the Markov property of the strong solution to a multidimensional stochastic differential equation, whose coefficients involve the local time on a hyperplane of the unknown process. |
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| Date |
2009-11-09T15:43:15Z
2009-11-09T15:43:15Z 2005 |
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| Type |
Article
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| Identifier |
On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4435 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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