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

dc.contributor.author	Aryasova, O.V.
dc.contributor.author	Portenko, M.I.
dc.date.accessioned	2009-11-09T13:05:31Z
dc.date.available	2009-11-09T13:05:31Z
dc.date.issued	2005
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4422
dc.description.abstract	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21