Degenerate stochastic differential equations and super markov chains

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degenerate stochastic.pdf (278.91 KB)

Date

2002

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Keywords

Stochastic differential equations, Martingale problem, Elliptic operators, Degenerate operators, Diffusions, Bessel processes

Citation

Probability theory and related fields,V123,p484-520

URI

http://hdl.handle.net/10263/3164

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Mathematics and Statistics

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