Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains
From MaRDI portal
Publication:1767526
DOI10.1214/EJP.v9-222zbMath1067.60037OpenAlexW2009176933MaRDI QIDQ1767526
Richard F. Bass, Edwin A. Perkins
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/124918
Related Items (3)
On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type ⋮ The renormalization transformation for two-type branching models
This page was built for publication: Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains