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

Norbert Christopeit

Stochastic Processes and their Applications, 1984, vol. 17, issue 1, 137-146

Abstract: For a certain class of stochastic differential equations with nonlinear drift and degenerate diffusion term existence of a weak solution is shown.

Keywords: stochastic; differential; equations; Ito; processes; weak; solutions; weak; convergence (search for similar items in EconPapers)
Date: 1984
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