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

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

Year of publication:	1984
Authors:	Christopeit, Norbert
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 17.1984, 1, p. 137-146
Publisher:	Elsevier
Keywords:	stochastic differential equations Ito processes weak solutions weak convergence

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872589