On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909)
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| English | On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes |
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On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (English)
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8 September 2015
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degenerate-parabolic differential operator
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degenerate martingale problem
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degenerate diffusion process
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degenerate stochastic differential equation
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unbounded regular coefficients
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strong Markov process
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Itō process
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0.8556262
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0.7856701
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0.7803386
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0.7675278
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0.7536707
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0.7528162
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0.74761444
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0.74594396
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