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.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.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.udc | 519.21 | |
dc.identifier.uri | https://nasplib.isofts.kiev.ua/handle/123456789/4442 | |
dc.language.iso | en | en_US |
dc.publisher | Інститут математики НАН України | en_US |
dc.status | published earlier | 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 |
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