TY  - JOUR
AB  - We show uniqueness in law for a general class of stochastic differential equations in     R d    ,     d ≥ 2    , with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Points of degeneracy have a d-dimensional Lebesgue–Borel measure zero. Weak existence is obtained for a more general, but not necessarily locally bounded drift coefficient.
DA  - 2020
DO  - 10.3390/sym12040570
KW  - Computer Science (miscellaneous)
KW  - Physics and Astronomy (miscellaneous)
KW  - Chemistry (miscellaneous)
KW  - General Mathematics
LA  - eng
IS  - 4
PY  - 2020
SN  - 2073-8994
T2  - Symmetry
TI  - Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-29434520
Y2  - 2024-11-22T04:36:23
ER  -