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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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Bibliographische Detailangaben
Datum:	2005
1. Verfasser:	Zaitseva, L.L.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2005
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4435
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:	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

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