• Media type: Text; E-Article
  • Title: Symmetry / Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients
  • Contributor: Lee, Haesung [Author]; Trutnau, Gerald [Author]
  • imprint: noah.nrw, 2020
  • Language: English
  • DOI: https://doi.org/10.3390/sym12040570
  • ISSN: 2073-8994
  • Keywords: Computer Science (miscellaneous) ; General Mathematics ; Chemistry (miscellaneous) ; Physics and Astronomy (miscellaneous)
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: 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.
  • Access State: Open Access