Degenerate stochastic differential equations and super-Markov chains
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Publication:1849350
DOI10.1007/s004400100191zbMath1007.60053MaRDI QIDQ1849350
Martin T. Barlow, Edwin A. Perkins, Richard F. Bass, Siva R. Athreya
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100191
diffusion; elliptic operators; Bessel processes; martingale problem; degenerate stochastic differential equations; \(d\)-dimensional Brownian motion; degeneracy of diffusion coefficients; generalized mutually catalyst; super-Markov chains; super-process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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