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A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
Репозиторій DSpace/Manakin
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A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
УДК:
519.21
Посилання:
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes / O.V. Aryasova, M.I. Portenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 1–9. — Бібліогр.: 9 назв.— англ.
Дата:
2008
Переглядів:
1037
Завантажень:
530
Анотація:
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given mooth surface and having the properties of skewing and delaying. The theorem on the existence of no more than one solution to the problem is proved.
