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.
Saved in:
| Date: | 2008 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4547 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4547 |
|---|---|
| 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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| spellingShingle |
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes Aryasova, O.V. Portenko, M.I. |
| title_short |
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_sort |
uniqueness theorem for the martingale problem describing a diffusion in media with membranes |
| author |
Aryasova, O.V. Portenko, M.I. |
| author_facet |
Aryasova, O.V. Portenko, M.I. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4547 |
| 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. |
| work_keys_str_mv |
AT aryasovaov auniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT portenkomi auniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT aryasovaov uniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes AT portenkomi uniquenesstheoremforthemartingaleproblemdescribingadiffusioninmediawithmembranes |
| first_indexed |
2025-11-30T16:23:25Z |
| last_indexed |
2025-11-30T16:23:25Z |
| _version_ |
1850858127763701760 |