On one-dimensional diffusion processes living in a bounded space interval
Tom 57 / 1992
Annales Polonici Mathematici 57 (1992), 13-19
DOI: 10.4064/ap-57-1-13-19
Streszczenie
We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.
