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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
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10008872589
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