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

DOI10.1016/0304-4149(84)90316-8zbMath0556.60024OpenAlexW2039288308MaRDI QIDQ760965

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)

Related Items (1)

Optimal control for a class of partially observable systems^†

Cites Work

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• Full “Bang” to Reduce Predicted Miss is Optimal
• On “predicted miss” stochastic control problems
• Existence of optimal stochastic controls under partial observation
• Representation of Martingales, Quadratic Variation and Applications

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