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

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We show the complete proof of the Markov property of the strong solution to a multidimensional SDE whose coefficients involve local time on a hyperplane of the unknown process.

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Probability, 60G20; 60J55

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http://salesiana.dossiersoluciones.com/handle/123456789/116472

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0609307
 http://arxiv.org/abs/math/0609307
 Theory of Stochastic processes, Vol. 11(27), no. 3-4, 2005, pp. 140-146

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arXiv