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Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with[...]
L1-Generator and Its Strong Feller Semigroup
L1-Generator
Article Structure and Notations
New Regularity Results
Regularity Estimate for Linear Parabolic Equations with Weight in Time Derivative Term
Elliptic Hölder Regularity and Estimate
L1-Generator and Its Strong Feller Semigroup
Framework
L1-Generator
Existence of Infinitesimally Invariant Measure and Strong Feller Properties
Well-Posedness
Weak Existence
Uniqueness in Law
Proofs and Auxiliary Statements
References
Aufsatz in einer Zeitschrift
Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients
Entstehung
2020
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