ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES

DOI10.1070/IM1984v022n01ABEH001436zbMath0532.60052OpenAlexW2095012640MaRDI QIDQ3314676

Alexander Yu. Veretennikov

Publication date: 1984

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1984v022n01abeh001436

zbMATH Keywords

pathwise uniquenessexistence of strong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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