An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
A family of one-dimensional diffusion processes is constructed such that each one of
 this family is a weak solution to some stochastic differential equation. It turns out
 that the property of weak uniqueness of a solution to this equation is failed.
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| Datum: | 2006 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4442 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution / B.I. Kopytko, M.I. Portenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 68–76. — Бібліогр.: 13 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862560304360062976 |
|---|---|
| author | Kopytko, B.I. Portenko, M.I. |
| author_facet | Kopytko, B.I. Portenko, M.I. |
| citation_txt | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution / B.I. Kopytko, M.I. Portenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 68–76. — Бібліогр.: 13 назв.— англ. |
| collection | DSpace DC |
| description | A family of one-dimensional diffusion processes is constructed such that each one of
this family is a weak solution to some stochastic differential equation. It turns out
that the property of weak uniqueness of a solution to this equation is failed.
|
| first_indexed | 2025-11-25T23:02:02Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4442 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-25T23:02:02Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Kopytko, B.I. Portenko, M.I. 2009-11-10T14:50:18Z 2009-11-10T14:50:18Z 2006 An example of a stochastic differential equation with the property of weak non-uniqueness of a solution / B.I. Kopytko, M.I. Portenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 68–76. — Бібліогр.: 13 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4442 519.21 A family of one-dimensional diffusion processes is constructed such that each one of
 this family is a weak solution to some stochastic differential equation. It turns out
 that the property of weak uniqueness of a solution to this equation is failed. This article was supported (in part) by the Ministry of Education and Science of Ukraine, project No. 01.07/103. en Інститут математики НАН України An example of a stochastic differential equation with the property of weak non-uniqueness of a solution Article published earlier |
| spellingShingle | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution Kopytko, B.I. Portenko, M.I. |
| title | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_full | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_fullStr | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_full_unstemmed | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_short | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| title_sort | example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4442 |
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