Existence and stability of weak solutions to stochastic differential equations with non-smooth coefficients

Statistica Sinica

Volumn 7, Issue 3, 1997, Pages 577-593

  Stramer, O ^a   Tweedie, R L ^a,b  

^a UNIVERSITY OF IOWA   (United States)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

Degenerate diffusions; Exponential ergodicity; Irreducible Markov processes; Multi dimensional non linear diffusions; Recurrence; Stationary measures; Stochastic differential equations; Transience

Indexed keywords

EID: 0031510128     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (28)

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