The submartingale problem for a class of degenerate elliptic operators (Q2642926): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q700225 |
||
Property / reviewed by | |||
Property / reviewed by: Gheorghe Stoica / rank | |||
Revision as of 13:07, 20 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