Uniqueness in law for a class of degenerate diffusions with continuous covariance

DOI10.1007/s00440-011-0398-8zbMath1268.60084arXiv1105.1821OpenAlexW2040348499MaRDI QIDQ1939551

Gerard Brunick

Publication date: 4 March 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.1821

zbMATH Keywords

stochastic differential equationsmartingale problemhomogeneous groupsdegenerate parabolic operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Mimicking an Itō process by a solution of a stochastic differential equation, On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes, Tensor approximation of generalized correlated diffusions and functional copula operators, On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates, A forward equation for barrier options under the Brunick & Shreve Markovian projection

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uniqueness for some diffusions with discontinuous coefficients
• Elliptic partial differential equations of second order
• Uniqueness for diffusions with piecewise constant coefficients
• Degenerate stochastic differential equations and super-Markov chains
• \(\mathcal{L}^p\) estimates for some ultraparabolic operators with discontinuous coefficients
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• On weak uniqueness for some diffusions with discontinuous coefficients
• Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
• New properties of convex functions in the Heisenberg group
• Parabolic and Elliptic Equations with VMO Coefficients
• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• W_p^1,2solvability for the cauchy-dirichlet problem for parabolic equations with vmo coefficients
• On a weak uniqueness for some elliptic equations
• Extension of C ∞ Functions Defined in a Half Space
• Diffusion processes with continuous coefficients, I
• An Inequality in the Theory of Stochastic Integrals