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arXiv · 0904.4223

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

Olga V. Aryasova·Mykola I. Portenko
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Abstract

We 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.

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Olga V. Aryasova, Mykola I. Portenko. 2009-04-27. A uniqueness theorem for the martingale problem describing a diffusion in media with membranes. https://arxiv.org/abs/0904.4223

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