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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
Hauptverfasser:	Aryasova, O.V., Portenko, M.I.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2005
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4422
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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