A uniqueness theorem for the martingale problem describing a diffusion in media with membranes

dc.contributor.author	Aryasova, O.V.
dc.contributor.author	Portenko, M.I.
dc.date.accessioned	2009-12-03T16:33:28Z
dc.date.available	2009-12-03T16:33:28Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4547
dc.description.abstract	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	A uniqueness theorem for the martingale problem describing a diffusion in media with membranes	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21