An example of a stochastic differential equation with the property of weak non-uniqueness of a solution (Q5430671)
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scientific article; zbMATH DE number 5220381
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| English | An example of a stochastic differential equation with the property of weak non-uniqueness of a solution |
scientific article; zbMATH DE number 5220381 |
Statements
16 December 2007
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stochastic differential equation
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square integrable martingale
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generalized diffusion process
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random changes of time
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slowly reflecting Brownian motion
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0.8765226602554321
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0.7990673184394836
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0.7913799285888672
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