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.
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| Date: | 2005 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4435 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4435 |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
On the Markov property of strong solutions to sde with generalized coefficients |
| spellingShingle |
On the Markov property of strong solutions to sde with generalized coefficients Zaitseva, L.L. |
| title_short |
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_sort |
on the markov property of strong solutions to sde with generalized coefficients |
| author |
Zaitseva, L.L. |
| author_facet |
Zaitseva, L.L. |
| publishDate |
2005 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4435 |
| 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. |
| work_keys_str_mv |
AT zaitsevall onthemarkovpropertyofstrongsolutionstosdewithgeneralizedcoefficients |
| first_indexed |
2025-12-07T20:00:47Z |
| last_indexed |
2025-12-07T20:00:47Z |
| _version_ |
1850880974390296576 |