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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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Main Authors: | Aryasova, O.V., Portenko, M.I. |
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Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2008
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Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4547 |
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