Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains

DOI10.1090/S0002-9947-02-03120-3zbMath1007.60055MaRDI QIDQ3151290

Richard F. Bass, Edwin A. Perkins

Publication date: 7 October 2002

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsdiffusionselliptic operatorsBessel processesmartingale problemdegenerate operatorsHölder normssuperprocesses

Mathematics Subject Classification ID

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

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Cites Work

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• The behavior of superprocesses near extinction
• Abel transform and integrals of Bessel local times
• Degenerate stochastic differential equations and super-Markov chains
• Infinite-dimensional elliptic equations with Hölder-continuous coefficients
• Diffusions and Elliptic Operators

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