Martingale problems for some degenerate Kolmogorov equations (Q681984): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Martingale problems for some degenerate Kolmogorov equations	scientific article

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scholarly article

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Martingale problems for some degenerate Kolmogorov equations (English)

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Stéphane Menozzi

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Stochastic Processes and their Applications

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publication date

13 February 2018

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full work available at URL

https://arxiv.org/abs/1404.0461

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zbMATH Keywords

degenerate SDEs

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martingale problem

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Calderón-Zygmund estimates

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MaRDI profile type

MaRDI publication profile

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SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS

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A new technique for proving uniqueness for martingale problems

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Singular integrals in nonhomogeneous spaces: \(L^2\) and \(L^p\) continuity from Hölder estimates

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Global \(L^{p}\) estimates for degenerate Ornstein-Uhlenbeck operators

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\(L^p\) and Schauder estimates for nonvariational operators structured on Hörmander vector fields with drift

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Analyse harmonique non-commutative sur certains espaces homogènes. Etude de certaines intégrales singulières. (Non-commutative harmonic analysis on certain homogeneous spaces. Study of certain singular integrals.)

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On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.

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Weak existence and uniqueness for forward-backward SDEs

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Density estimates for a random noise propagating through a chain of differential equations

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Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures

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Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

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Regularity of stochastic kinetic equations

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Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form

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Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential

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Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

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Markov processes, semigroups and generators.

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The Sufficiency of Adjoined Markov Strategies for Controlled Diffusion Processes

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Strong solutions of stochastic equations with singular time dependent drift

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Parametrix techniques and martingale problems for some degenerate Kolmogorov equations

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On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates

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Strong existence and uniqueness for degenerate SDE with Hölder drift

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Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators

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Some estimates of the transition density of a nondegenerate diffusion Markov process

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Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPA.2017.06.001

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Sitelinks

Mathematics(1 entry)

mardi Publication:681984

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