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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 2, страницы 1–9 (Mi thsp138)

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

Olga V. Aryasovaa, Mykola I. Portenkob

a Institute of Geophysics, National Academy of Sciences of Ukraine, Palladina Pr. 32, 03680, Kyiv 142, Ukraine
b Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshchenkivska str. 3, 01601, Kiev, Ukraine

Аннотация: We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth 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.

Ключевые слова: Diffusion process, martingale problem, uniqueness of solution.

MSC: 60J60, 60J35

Язык публикации: английский



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