An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
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| Creator |
Kopytko, B.I.
Portenko, M.I. |
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| Description |
A family of one-dimensional diffusion processes is constructed such that each one of this family is a weak solution to some stochastic differential equation. It turns out that the property of weak uniqueness of a solution to this equation is failed. |
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| Date |
2009-11-10T14:50:18Z
2009-11-10T14:50:18Z 2006 |
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| Type |
Article
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| Identifier |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution / B.I. Kopytko, M.I. Portenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 68–76. — Бібліогр.: 13 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4442 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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