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On multi–dimensional diffusion process living in a bounded region

 

作者: Anna Milian,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1993)
卷期: Volume 11, issue 2  

页码: 197-208

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809311

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In the paper we show that under some assumptions a multidimensional lt ô equation has a strong solution concentrated in a bounded region the pathwise uniqueness holds.

 

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