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

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dc.creatorAryasova, Olga V.
dc.creatorPortenko, Mykola I.
dc.date2009-04-27
dc.date.accessioned2026-07-07T13:09:02Z
dc.date.available2026-07-07T13:09:02Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/0904.4223
dc.identifierhttp://arxiv.org/abs/0904.4223
dc.identifierTheory of Stochastic Processes. 2008. V. 14(30), N2. P. 1- 9
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/228609
dc.subjectProbability
dc.subject60J60, 60J35
dc.titleA uniqueness theorem for the martingale problem describing a diffusion in media with membranes
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