Uniqueness for diffusions degenerating at the boundary of a smooth bounded set

DOI10.1214/009117904000000810zbMath1071.60043arXivmath/0503590MaRDI QIDQ1769510

Dante de Blassie

Publication date: 21 March 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503590

zbMATH Keywords

degenerate stochastic differential equations

Mathematics Subject Classification ID

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

60J60: Diffusion processes

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Polynomial diffusions on compact quadric sets, Strong uniqueness for a class of singular SDEs for catalytic branching diffusions, Projections of spherical Brownian motion, Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball, Reactive trajectories and the transition path process

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