Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (Q1769510): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness for diffusions degenerating at the boundary of a smooth bounded set |
scientific article |
Statements
Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (English)
0 references
21 March 2005
0 references
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.
0 references
degenerate stochastic differential equations
0 references
