On stochastic equations with degenerate diffusion with respect to some of the variables
Izvestiya. Mathematics , Tome 22 (1984) no. 1, pp. 173-180
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In this paper the author establishes sufficient existence and uniqueness conditions for a strong solution of Itǒ's stochastic equation with nonsmooth drift under conditions of possible degeneracy of the diffusion with respect to some of the variables. The conditions thus found assume additional smoothness of the coefficients in the direction of the degeneracy.
Bibliography: 13 titles.
@article{IM2_1984_22_1_a5,
author = {A. Yu. Veretennikov},
title = {On stochastic equations with degenerate diffusion with respect to some of the variables},
journal = {Izvestiya. Mathematics },
pages = {173--180},
publisher = {mathdoc},
volume = {22},
number = {1},
year = {1984},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_1984_22_1_a5/}
}
TY - JOUR AU - A. Yu. Veretennikov TI - On stochastic equations with degenerate diffusion with respect to some of the variables JO - Izvestiya. Mathematics PY - 1984 SP - 173 EP - 180 VL - 22 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IM2_1984_22_1_a5/ LA - en ID - IM2_1984_22_1_a5 ER -
A. Yu. Veretennikov. On stochastic equations with degenerate diffusion with respect to some of the variables. Izvestiya. Mathematics , Tome 22 (1984) no. 1, pp. 173-180. http://geodesic.mathdoc.fr/item/IM2_1984_22_1_a5/