Uniqueness in law for a class of degenerate diffusions with continuous covariance (Q1939551): Difference between revisions
From MaRDI portal
Latest revision as of 05:29, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness in law for a class of degenerate diffusions with continuous covariance |
scientific article |
Statements
Uniqueness in law for a class of degenerate diffusions with continuous covariance (English)
0 references
4 March 2013
0 references
The author provides conditions which are sufficient to ensure that a solution of a stochastic differential equation is unique in law when the covariance function is degenerate and continuous. Estimates for the transition function are obtained.
0 references
martingale problem
0 references
stochastic differential equations
0 references
degenerate parabolic operators
0 references
homogeneous groups
0 references
0 references
0 references
0 references
0 references
0 references
