One example of a random change of time that transforms a generalized diffusion process into an ordinary one
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 stoc...
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| Дата: | 2007 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4502 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4502 |
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dspace |
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irk-123456789-45022009-11-20T12:00:39Z One example of a random change of time that transforms a generalized diffusion process into an ordinary one Aryasova, O.V. Portenko, M.I. 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. 2007 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Aryasova, O.V. Portenko, M.I. |
| spellingShingle |
Aryasova, O.V. Portenko, M.I. One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| author_facet |
Aryasova, O.V. Portenko, M.I. |
| author_sort |
Aryasova, O.V. |
| title |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_short |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_full |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_fullStr |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_full_unstemmed |
One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_sort |
one example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4502 |
| citation_txt |
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. |
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AT aryasovaov oneexampleofarandomchangeoftimethattransformsageneralizeddiffusionprocessintoanordinaryone AT portenkomi oneexampleofarandomchangeoftimethattransformsageneralizeddiffusionprocessintoanordinaryone |
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2023-03-24T08:30:26Z |
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2023-03-24T08:30:26Z |
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1796139187339001856 |