Degenerate stochastic differential equations and super-Markov chains
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Publication:1849350
DOI10.1007/s004400100191zbMath1007.60053OpenAlexW1973004035MaRDI 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
diffusionelliptic operatorsBessel processesmartingale problemdegenerate stochastic differential equations\(d\)-dimensional Brownian motiondegeneracy of diffusion coefficientsgeneralized mutually catalystsuper-Markov chainssuper-process
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