Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains

DOI10.1214/EJP.V9-222zbMATH Open1067.60037OpenAlexW2009176933MaRDI QIDQ1767526FDOQ1767526

Authors: Richard F. Bass, Edwin 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

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• The renormalization transformation for two-type branching models
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• Degenerate stochastic differential equations and super-Markov chains

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