论文标题
关于随机系统I：马尔可夫属性，本地和全局唯一性以及随机方程的限制的评论
Remarks on Stochastic Systems I: Markov properties, local and global uniqueness, and limits of stochastic equations
论文作者
论文摘要
在本文中，我们给出了一些随机微分方程的示例，这些方程在马尔可夫和强大的马尔可夫特性中具有美味，在时间和全球及时在全球范围内的独特性以及初始条件。此外，我们表明这种随机微分方程出现在具有解决方案的存在和路径唯一性的随机微分方程的范围中。这些示例的构建是为了动机，以进行奇异的随机部分微分方程。我们还提供了一些移动方程的示例，这些方程的总和取决于原始方程初始条件的分解选择的选择。
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we show that such stochastic differential equations appear in the limits of stochastic differential equations which have the existence and pathwise uniqueness of solutions. These examples are constructed in motivation to singular stochastic partial differential equations. We also give some examples of shifted equations whose sum of the solutions depends on the choices of the decomposition of the initial condition of the original equation.
