ON THE EXISTENCE OF WEAK SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DEGENERATE DIFFUSION

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作者：

CHRISTOPEIT, N

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来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1984年 / 17卷 / 01期

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D O I：

10.1016/0304-4149(84)90316-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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页码：137 / 146

页数：10

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