On the Markov property of strong solutions to sde with generalized coefficients

• Date: 2005
• Main Author: Zaitseva, L.L.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4435
• 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.

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.