On the existence of weak solutions to stochastic differential equations with degenerate diffusion

DOI10.1016/0304-4149(84)90316-8MaRDI QIDQ760965zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

weak convergenceweak solutiondegenerate diffusion term

Mathematics Subject Classification ID

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

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Cites work

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• Existence of optimal stochastic controls under partial observation
• Existence results for optimal stochastic controls
• Full “Bang” to Reduce Predicted Miss is Optimal
• On “predicted miss” stochastic control problems
• Probability methods for approximations in stochastic control and for elliptic equations
• Representation of Martingales, Quadratic Variation and Applications
• Representations of Itô Processes
• Strong consistency of least squares estimators in linear regression models

Cited in

(8)

• scientific article; zbMATH DE number 1390522 (Why is no real title available?)
• scientific article; zbMATH DE number 3897948 (Why is no real title available?)
• Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms
• Optimal control for a class of partially observable systems^†
• О существовании сильных решений стохастических уравнений диффузионного типа в $\mathbb{R}^m$
• Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
• On weak solutions of stochastic differential equations
• ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES

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