A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given mooth surface and having the properties of skewing and delaying. The theorem on the existence of no more than one solution to the problem is proved.
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| Дата: | 2008 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4547 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 1–9. — Бібліогр.: 9 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862634577868095488 |
|---|---|
| author | Aryasova, O.V. Portenko, M.I. |
| author_facet | Aryasova, O.V. Portenko, M.I. |
| citation_txt | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 1–9. — Бібліогр.: 9 назв.— англ. |
| collection | DSpace DC |
| description | We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given mooth surface and having the properties of skewing and delaying. The theorem on the existence of no more than one solution to the problem is proved.
|
| first_indexed | 2025-11-30T16:23:25Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4547 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-30T16:23:25Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Aryasova, O.V. Portenko, M.I. 2009-12-03T16:33:28Z 2009-12-03T16:33:28Z 2008 A uniqueness theorem for the martingale problem describing a diffusion in media with membranes / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 1–9. — Бібліогр.: 9 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4547 519.21 We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given mooth surface and having the properties of skewing and delaying. The theorem on the existence of no more than one solution to the problem is proved. en Інститут математики НАН України A uniqueness theorem for the martingale problem describing a diffusion in media with membranes Article published earlier |
| spellingShingle | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes Aryasova, O.V. Portenko, M.I. |
| title | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_full | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_fullStr | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_full_unstemmed | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_short | A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| title_sort | uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4547 |
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