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

zbMath1224.60200arXiv0904.4223MaRDI QIDQ3077801

Olga Aryasova, M. I. Portenko

Publication date: 22 February 2011

Full work available at URL: https://arxiv.org/abs/0904.4223

zbMATH Keywords

diffusion processmartingale problemuniqueness of solution

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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