A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
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| Creator |
Aryasova, O.V.
Portenko, M.I. |
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| Description |
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given mooth surface and having the properties of skewing and delaying. The theorem on the existence of no more than one solution to the problem is proved.
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| Date |
2009-12-03T16:33:28Z
2009-12-03T16:33:28Z 2008 |
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| Type |
Article
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| Identifier |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 1–9. — Бібліогр.: 9 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4547 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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