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A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
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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Інститут математики НАН України
2008
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4547 |
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irk-123456789-45472009-12-07T12:00:35Z A uniqueness theorem for the martingale problem describing a diffusion in media with membranes Aryasova, O.V. Portenko, M.I. 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. 2008 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Aryasova, O.V. Portenko, M.I. |
| spellingShingle |
Aryasova, O.V. Portenko, M.I. A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| author_facet |
Aryasova, O.V. Portenko, M.I. |
| author_sort |
Aryasova, O.V. |
| title |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_short |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_full |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_fullStr |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_full_unstemmed |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_sort |
uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4547 |
| citation_txt |
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. |
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AT aryasovaov auniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT portenkomi auniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT aryasovaov uniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT portenkomi uniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes |
| first_indexed |
2023-03-24T08:30:39Z |
| last_indexed |
2023-03-24T08:30:39Z |
| _version_ |
1796139192518967296 |