On weak solutions of highly degenerate SDEs

DOI10.1134/S0005117920030029zbMath1455.60077OpenAlexW3013078078MaRDI QIDQ827931

Alexander Yu. Veretennikov

Publication date: 14 January 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920030029

zbMATH Keywords

stochastic differential equationweak solutionweak uniquenessGirsanov transformationlocal mixing

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients ⋮ Note on local mixing techniques for stochastic differential equations ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process

Cites Work

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