Lee, Haesung; Trutnau, Gerald: Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients. In: Symmetry. Jg.12 H. 4. 2020

Inhalt

Article Structure and Notations
New Regularity Results

Regularity Estimate for Linear Parabolic Equations with Weight in Time Derivative Term
Elliptic Hölder Regularity and Estimate

L1-Generator and Its Strong Feller Semigroup

Framework
L1-Generator
Existence of Infinitesimally Invariant Measure and Strong Feller Properties

Well-Posedness

Weak Existence
Uniqueness in Law

Proofs and Auxiliary Statements
References

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