One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution

• Дата: 2005
• Автори: Aryasova, O.V., Portenko, M.I.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2005
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4422
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Цитувати: 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.

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.