One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution
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.
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2005
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4422 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |