%0 Journal Article
%T On the Markov property of strong solutions to SDE with generalized coefficients
%A Ludmila L. Zaitseva
%J Mathematics
%D 2006
%I arXiv
%X We show the complete proof of the Markov property of the strong solution to a multidimensional SDE whose coefficients involve local time on a hyperplane of the unknown process.
%U http://arxiv.org/abs/math/0609307v1