On the Markov property of strong solutions to sde with generalized coefficients

We present the complete proof of the Markov property of the strong solution to a multidimensional stochastic differential equation, whose coefficients involve the local time on a hyperplane of the unknown process.

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Bibliographic Details
Date:2005
Main Author: Zaitseva, L.L.
Format: Article
Language:English
Published: Інститут математики НАН України 2005
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4435
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:On the Markov property of strong solutions to sde with generalized coefficients / L.L. Zaitseva // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 140–146. — Бібліогр.: 11 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine