|
|||||
|
|
On the existence of weak solutions to stochastic differential equations with degenerate diffusion |
|
| Authors: | Norbert Christopeit |
| Institution: | Institut für Ökonometrie und Operations Research, Universität Bonn, Adenauerallee 24–42, D5300 Bonn 1, West Germany |
| Abstract: | For a certain class of stochastic differential equations with nonlinear drift and degenerate diffusion term existence of a weak solution is shown. |
| Keywords: | 60H10 stochastic differential equations Ito processes weak solutions weak convergence |
| 本文献已被 ScienceDirect 等数据库收录！ | |