Аннотация:
We propose a random change of time for a class of generalized di?usion processes such
that the corresponding stochastic differential equation (with generalized coe?cients)
is transformed into an ordinary one (its coe?cients are some non-generalized functions). It turns out that the latter stochastic differential equation has no property of
the (weak) uniqueness of a solution.
Ключевые слова:Diffusion process, random change of time, stochastic differential equation,
uniqueness of solution.