Uniqueness in law for a class of degenerate diffusions with continuous covariance (Q1939551): Difference between revisions
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Revision as of 23:47, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness in law for a class of degenerate diffusions with continuous covariance |
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Uniqueness in law for a class of degenerate diffusions with continuous covariance (English)
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4 March 2013
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The author provides conditions which are sufficient to ensure that a solution of a stochastic differential equation is unique in law when the covariance function is degenerate and continuous. Estimates for the transition function are obtained.
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martingale problem
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stochastic differential equations
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degenerate parabolic operators
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homogeneous groups
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