Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (Q1769510): Difference between revisions
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Revision as of 20:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness for diffusions degenerating at the boundary of a smooth bounded set |
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Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (English)
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21 March 2005
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The pathwie uniqueness is proved for a class of stochastic differential equations degenerating on the boundary of a smooth domain. In particular, an earlier reult of \textit{J. M. Swart} [Stochastic Processes Appl. 98, No. 1, 131--149 (2002; Zbl 1058.60047)] is extended and improved.
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degenerate stochastic differential equations
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