On the Markov property of strong solutions to sde with generalized coefficients

dc.contributor.author	Zaitseva, L.L.
dc.date.accessioned	2009-11-09T15:43:15Z
dc.date.available	2009-11-09T15:43:15Z
dc.date.issued	2005
dc.identifier.citation	On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4435
dc.description.abstract	We present the complete proof of the Markov property of the strong solution to a multidimensional stochastic differential equation, whose coefficients involve the local time on a hyperplane of the unknown process.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On the Markov property of strong solutions to sde with generalized coefficients	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21