On the existence of weak solutions to stochastic differential equations with degenerate diffusion
- Christopeit, Norbert
Publication date
May 1984
DOI Publisher
Published by Elsevier B.V. ISSN
0304-4149 Citation count (estimate)
2Abstract
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate diffusion term existence of a weak solution is shown
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