Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (Q1769510)
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| English | Uniqueness for diffusions degenerating at the boundary of a smooth bounded set |
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Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (English)
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21 March 2005
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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.
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degenerate stochastic differential equations
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0.8208946585655212
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0.8089918494224548
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0.7924129962921143
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0.7781253457069397
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