On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes |
scientific article |
Statements
On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (English)
0 references
8 September 2015
0 references
degenerate-parabolic differential operator
0 references
degenerate martingale problem
0 references
degenerate diffusion process
0 references
degenerate stochastic differential equation
0 references
unbounded regular coefficients
0 references
strong Markov process
0 references
Itō process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references