A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6210868
@@ Property / zbMATH DE Number: 6210868 / rank @@
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@@ Property / zbMATH Keywords @@
+degenerate SDEs
@@ Property / zbMATH Keywords: degenerate SDEs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-Lipschitz coefficients
@@ Property / zbMATH Keywords: non-Lipschitz coefficients / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+comparison theorems
@@ Property / zbMATH Keywords: comparison theorems / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2009343847
@@ Property / OpenAlex ID: W2009343847 / rank @@
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@@ Property / arXiv ID @@
+.2629
@@ Property / arXiv ID: 0904.2629 / rank @@
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@@ Property / cites work @@
+Degenerate stochastic differential equations and super-Markov chains
+Normal rank
@@ Property / cites work @@
+Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
+Normal rank
@@ Property / cites work @@
+Singular stochastic differential equations.
@@ Property / cites work: Singular stochastic differential equations. / rank @@
+Normal rank
@@ Property / cites work @@
+No arbitrage condition for positive diffusion price processes
+Normal rank
@@ Property / cites work @@
+A study of a class of stochastic differential equations with non-Lipschitzian coefficients
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+Q4045411
@@ Property / cites work: Q4045411 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
+Normal rank
@@ Property / cites work @@
+Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
+Normal rank
@@ Property / cites work @@
+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations. II
+Normal rank
@@ Property / cites work @@
+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:369309