An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
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.
Збережено в:
| Дата: | 2006 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
|
| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4442 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4442 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-44422009-11-11T12:00:31Z An example of a stochastic differential equation with the property of weak non-uniqueness of a solution Kopytko, B.I. Portenko, M.I. 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. 2006 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Kopytko, B.I. Portenko, M.I. |
| spellingShingle |
Kopytko, B.I. Portenko, M.I. An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| author_facet |
Kopytko, B.I. Portenko, M.I. |
| author_sort |
Kopytko, B.I. |
| title |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_short |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_full |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_fullStr |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_full_unstemmed |
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_sort |
example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4442 |
| citation_txt |
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. |
| work_keys_str_mv |
AT kopytkobi anexampleofastochasticdifferentialequationwiththepropertyofweaknonuniquenessofasolution AT portenkomi anexampleofastochasticdifferentialequationwiththepropertyofweaknonuniquenessofasolution AT kopytkobi exampleofastochasticdifferentialequationwiththepropertyofweaknonuniquenessofasolution AT portenkomi exampleofastochasticdifferentialequationwiththepropertyofweaknonuniquenessofasolution |
| first_indexed |
2023-03-24T08:30:11Z |
| last_indexed |
2023-03-24T08:30:11Z |
| _version_ |
1796139181036011520 |