On the Markov property of strong solutions to sde with generalized coefficients
We present the complete proof of the Markov property of the strong solution to a
 multidimensional stochastic differential equation, whose coefficients involve the local
 time on a hyperplane of the unknown process.
Збережено в:
| Дата: | 2005 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2005
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4435 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862737713330913280 |
|---|---|
| author | Zaitseva, L.L. |
| author_facet | Zaitseva, L.L. |
| citation_txt | On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ. |
| collection | DSpace DC |
| description | We present the complete proof of the Markov property of the strong solution to a
multidimensional stochastic differential equation, whose coefficients involve the local
time on a hyperplane of the unknown process.
|
| first_indexed | 2025-12-07T20:00:47Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4435 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T20:00:47Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Zaitseva, L.L. 2009-11-09T15:43:15Z 2009-11-09T15:43:15Z 2005 On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4435 519.21 We present the complete proof of the Markov property of the strong solution to a
 multidimensional stochastic differential equation, whose coefficients involve the local
 time on a hyperplane of the unknown process. en Інститут математики НАН України On the Markov property of strong solutions to sde with generalized coefficients Article published earlier |
| spellingShingle | On the Markov property of strong solutions to sde with generalized coefficients Zaitseva, L.L. |
| title | On the Markov property of strong solutions to sde with generalized coefficients |
| title_full | On the Markov property of strong solutions to sde with generalized coefficients |
| title_fullStr | On the Markov property of strong solutions to sde with generalized coefficients |
| title_full_unstemmed | On the Markov property of strong solutions to sde with generalized coefficients |
| title_short | On the Markov property of strong solutions to sde with generalized coefficients |
| title_sort | on the markov property of strong solutions to sde with generalized coefficients |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4435 |
| work_keys_str_mv | AT zaitsevall onthemarkovpropertyofstrongsolutionstosdewithgeneralizedcoefficients |