One example of a random change of time that transforms a generalized diffusion process into an ordinary one

dc.contributor.author	Aryasova, O.V.
dc.contributor.author	Portenko, M.I.
dc.date.accessioned	2009-11-19T13:57:13Z
dc.date.available	2009-11-19T13:57:13Z
dc.date.issued	2007
dc.identifier.citation	One example of a random change of time that transforms a generalized diffusion process into an ordinary one / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 12–21. — Бібліогр.: 5 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4502
dc.description.abstract	We propose a random change of time for a class of generalized diffusion processes such that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its coefficients are some non-generalized functions). It turns out that the latter stochastic differential equation has no property of the (weak) uniqueness of a solution.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	One example of a random change of time that transforms a generalized diffusion process into an ordinary one	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21