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

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

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Publication:6392264

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DOI10.1007/S00245-022-09961-1zbMath1523.60096arXiv2202.13382MaRDI QIDQ6392264

Vivek S. Borkar, Sumith Reddy Anugu

Publication date: 27 February 2022

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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