Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (Q2469818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients |
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Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (English)
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11 February 2008
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stochastic differential equations
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martingale solutions
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degenerate coefficients
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Fokker-Planck equation
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