One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution

Домашня сторінка
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Фізико-технічні та математичні науки
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Відділення математики
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Theory of Stochastic Processes
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Theory of Stochastic Processes, 2005 (Volume 11 (27))
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Theory of Stochastic Processes, 2005, № 3-4
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One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution

УДК: 519.21

URI: http://dspace.nbuv.gov.ua/handle/123456789/4422

Посилання: One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 14–28. — Бібліогр.: 12 назв.— англ.

Дата: 2005

Завантажень: 711

One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution

Анотація:

A class of stochastic differential equations in a multidimensional Euclidean space such that the property of a solution to be unique (in a weak sense) fails for it is considered. We present the correct formulation of the corresponding martingale problem and prove the uniqueness of its solution.

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