The submartingale problem for a class of degenerate elliptic operators (Q2642926): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:42, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The submartingale problem for a class of degenerate elliptic operators |
scientific article |
Statements
The submartingale problem for a class of degenerate elliptic operators (English)
0 references
6 September 2007
0 references
The authors prove uniqueness for the submartingale problem corresponding to a class of degenerate elliptic operators with Neumann boundary conditions, when the associated process spends zero time at the boundary. They apply their findings to a class of systems of stochastic ordinary equations involving local times.
0 references
Martingale problem
0 references
Stochastic differential equations
0 references
Degenerate elliptic operators
0 references
Speed measure
0 references
Perturbation
0 references
Bessel process
0 references
Littlewood-Paley
0 references
