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

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dc.contributor.authorKopytko, B.I.
dc.contributor.authorPortenko, M.I.
dc.date.accessioned2009-11-10T14:50:18Z
dc.date.available2009-11-10T14:50:18Z
dc.date.issued2006
dc.description.abstractA 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.sponsorshipThis article was supported (in part) by the Ministry of Education and Science of Ukraine, project No. 01.07/103.en_US
dc.identifier.citationAn 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.issn0321-3900
dc.identifier.udc519.21
dc.identifier.urihttps://nasplib.isofts.kiev.ua/handle/123456789/4442
dc.language.isoenen_US
dc.publisherІнститут математики НАН Україниen_US
dc.statuspublished earlieren_US
dc.titleAn example of a stochastic differential equation with the property of weak non-uniqueness of a solutionen_US
dc.typeArticleen_US

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Theory of Stochastic Processes, 2006, № 1-2