One example of a random change of time that transforms a generalized diffusion process into an ordinary one
We propose a random change of time for a class of generalized diffusion processes such
 that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its coefficients are some non-generalized functions). It turns out that the lat...
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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4502 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | One example of a random change of time that transforms a generalized diffusion process into an ordinary one / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 12–21. — Бібліогр.: 5 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862553162625318912 |
|---|---|
| author | Aryasova, O.V. Portenko, M.I. |
| author_facet | Aryasova, O.V. Portenko, M.I. |
| citation_txt | One example of a random change of time that transforms a generalized diffusion process into an ordinary one / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 12–21. — Бібліогр.: 5 назв.— англ. |
| collection | DSpace DC |
| description | We propose a random change of time for a class of generalized diffusion processes such
that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its coefficients are some non-generalized functions). It turns out that the latter stochastic differential equation has no property of the (weak) uniqueness of a solution.
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| first_indexed | 2025-11-25T21:05:27Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4502 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-25T21:05:27Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Aryasova, O.V. Portenko, M.I. 2009-11-19T13:57:13Z 2009-11-19T13:57:13Z 2007 One example of a random change of time that transforms a generalized diffusion process into an ordinary one / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 12–21. — Бібліогр.: 5 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4502 519.21 We propose a random change of time for a class of generalized diffusion processes such
 that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its coefficients are some non-generalized functions). It turns out that the latter stochastic differential equation has no property of the (weak) uniqueness of a solution. en Інститут математики НАН України One example of a random change of time that transforms a generalized diffusion process into an ordinary one Article published earlier |
| spellingShingle | One example of a random change of time that transforms a generalized diffusion process into an ordinary one Aryasova, O.V. Portenko, M.I. |
| title | One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_full | One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_fullStr | One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_full_unstemmed | One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_short | One example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| title_sort | one example of a random change of time that transforms a generalized diffusion process into an ordinary one |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4502 |
| work_keys_str_mv | AT aryasovaov oneexampleofarandomchangeoftimethattransformsageneralizeddiffusionprocessintoanordinaryone AT portenkomi oneexampleofarandomchangeoftimethattransformsageneralizeddiffusionprocessintoanordinaryone |