Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients

Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients

We show uniqueness in law for a general class of stochastic differential equations in <inline-formula> <math display="inline"> <semantics> <msup> <mi mathvariant="double-struck">R</mi> <mi>d</mi> </msup> </semantics> <...

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Bibliographic Details
Main Authors: Haesung Lee, Gerald Trutnau
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Symmetry
Subjects:
degenerate stochastic differential equation
uniqueness in law
martingale problem
weak existence
strong Feller semigroup.
Online Access:https://www.mdpi.com/2073-8994/12/4/570

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