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

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dc.creatorZaitseva, Ludmila L.
dc.date2006-09-11
dc.date.accessioned2026-07-07T07:24:44Z
dc.date.available2026-07-07T07:24:44Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/math/0609307
dc.identifierhttp://arxiv.org/abs/math/0609307
dc.identifierTheory of Stochastic processes, Vol. 11(27), no. 3-4, 2005, pp. 140-146
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/116472
dc.subjectProbability
dc.subject60G20; 60J55
dc.titleOn the Markov property of strong solutions to SDE with generalized coefficients
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