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Mathematics of the USSR-Izvestiya, 1984, Volume 22, Issue 1, Pages 173–180
DOI: https://doi.org/10.1070/IM1984v022n01ABEH001436 (Mi im1384) 		 
This article is cited in 19 scientific papers (total in 19 papers)

On stochastic equations with degenerate diffusion with respect to some of the variables

A. Yu. Veretennikov
English version PDF (364 kB) Citations (19) Russian version article
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DOI: https://doi.org/10.1070/IM1984v022n01ABEH001436
Abstract: 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.
Received: 25.11.1981
Bibliographic databases:
UDC: 517.9
MSC: 60H10, 60J60
Language: English
Original paper language: Russian
Citation: A. Yu. Veretennikov, “On stochastic equations with degenerate diffusion with respect to some of the variables”, Math. USSR-Izv., 22:1 (1984), 173–180
Citation in format AMSBIB
\Bibitem{Ver83}
\by A.~Yu.~Veretennikov
\paper On stochastic equations with degenerate diffusion with respect to some of the variables
\jour Math. USSR-Izv.
\yr 1984
\vol 22
\issue 1
\pages 173--180
\mathnet{http://mi.mathnet.ru//eng/im1384}
\crossref{https://doi.org/10.1070/IM1984v022n01ABEH001436}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=688921}
\zmath{https://zbmath.org/?q=an:0532.60052|0514.60056}
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    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
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