A selection procedure for extracting the unique Feller weak solution of degenerate diffusions

DOI10.1007/s00245-022-09961-1OpenAlexW4360985316MaRDI QIDQ2694475

Sumith Reddy Anugu, Vivek S. Borkar

Publication date: 3 April 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.13382

zbMATH Keywords

small noise limitdegenerate diffusionsbackward Kolmogorov equationMarkov selectionFeller solutionnon-uniqueness of weak solutionuniqueness of continuous viscosity solutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Ordinary differential equations and systems with randomness (34F05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)

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