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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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4422 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862562151284080640 |
|---|---|
| author | Aryasova, O.V. Portenko, M.I. |
| author_facet | Aryasova, O.V. Portenko, M.I. |
| citation_txt | 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. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-11-25T23:31:38Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4422 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-25T23:31:38Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Aryasova, O.V. Portenko, M.I. 2009-11-09T13:05:31Z 2009-11-09T13:05:31Z 2005 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. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4422 519.21 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. en Інститут математики НАН України One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution Article published earlier |
| spellingShingle | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution Aryasova, O.V. Portenko, M.I. |
| title | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| title_full | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| title_fullStr | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| title_full_unstemmed | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| title_short | One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| title_sort | one class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4422 |
| work_keys_str_mv | AT aryasovaov oneclassofmultidimensionalstochasticdifferentialequationshavingnopropertyofweakuniquenessofasolution AT portenkomi oneclassofmultidimensionalstochasticdifferentialequationshavingnopropertyofweakuniquenessofasolution |