Degenerate stochastic differential equations and super-Markov chains

Probability Theory and Related Fields

Volumn 123, Issue 4, 2002, Pages 484-520

  Athreya, S R ^a   Barlow, M T ^b   Bass, R F ^c   Perkins, E A ^b  

^a INDIAN STATISTICAL INSTITUTE   (India)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

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

Indexed keywords

EID: 0036025133     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100191     Document Type: Article

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