On the existence of weak solutions to stochastic differential equations with degenerate diffusion
From MaRDI portal
Publication:760965
DOI10.1016/0304-4149(84)90316-8zbMATH Open0556.60024OpenAlexW2039288308MaRDI QIDQ760965FDOQ760965
Authors: Norbert Christopeit 
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/46613
Recommendations
- scientific article; zbMATH DE number 3897948
- On a strong uniqueness of solutions of degenerate stochastic differential equations
- Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
- scientific article; zbMATH DE number 3878100
- Publication:3031724
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Probability methods for approximations in stochastic control and for elliptic equations
- Representation of Martingales, Quadratic Variation and Applications
- Strong consistency of least squares estimators in linear regression models
- Existence results for optimal stochastic controls
- Representations of Itô Processes
- Full “Bang” to Reduce Predicted Miss is Optimal
- On “predicted miss” stochastic control problems
- Existence of optimal stochastic controls under partial observation
Cited In (5)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal control for a class of partially observable systems†
- О существовании сильных решений стохастических уравнений диффузионного типа в $\mathbb{R}^m$
- ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
This page was built for publication: On the existence of weak solutions to stochastic differential equations with degenerate diffusion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760965)
