An example of a stochastic differential equation with the property of weak non-uniqueness of a solution

dc.contributor.author	Kopytko, B.I.
dc.contributor.author	Portenko, M.I.
dc.date.accessioned	2009-11-10T14:50:18Z
dc.date.available	2009-11-10T14:50:18Z
dc.date.issued	2006
dc.identifier.citation	An example of a stochastic differential equation with the property of weak non-uniqueness of a solution / B.I. Kopytko, M.I. Portenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 68–76. — Бібліогр.: 13 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4442
dc.description.abstract	A family of one-dimensional diﬀusion processes is constructed such that each one of this family is a weak solution to some stochastic diﬀerential equation. It turns out that the property of weak uniqueness of a solution to this equation is failed.	en_US
dc.description.sponsorship	This article was supported (in part) by the Ministry of Education and Science of Ukraine, project No. 01.07/103.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	An example of a stochastic differential equation with the property of weak non-uniqueness of a solution	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21