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Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with[...]
L1-Generator and Its Strong Feller Semigroup
Existence of Infinitesimally Invariant Measure and Strong Feller Properties
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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