Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

Journal of Functional Analysis

Volumn 254, Issue 1, 2008, Pages 109-153

  Figalli, Alessio ^a  

^a SCUOLA NORMALE SUPERIORE   (Italy)

Author keywords

Absolutely continuous solutions; Existence and uniqueness almost everywhere; Fokker Planck equation; Martingale solutions

Indexed keywords

EID: 36649027622     PISSN: 00221236     EISSN: 10960783     Source Type: Journal    
DOI: 10.1016/j.jfa.2007.09.020     Document Type: Article

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