One example of a random change of time that transforms a generalized diffusion process into an ordinary one
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one
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| Creator |
Aryasova, O.V.
Portenko, M.I. |
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| Description |
We propose a random change of time for a class of generalized diffusion processes such that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its coefficients are some non-generalized functions). It turns out that the latter stochastic differential equation has no property of the (weak) uniqueness of a solution. |
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| Date |
2009-11-19T13:57:13Z
2009-11-19T13:57:13Z 2007 |
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| Type |
Article
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| Identifier |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 12–21. — Бібліогр.: 5 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4502 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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