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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1983 Volume 47, Issue 1, Pages 189–196 (Mi im1384)

This article is cited in 19 papers

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

A. Yu. Veretennikov


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.

UDC: 517.9

MSC: 60H10, 60J60

Received: 25.11.1981


 English version:
Mathematics of the USSR-Izvestiya, 1984, 22:1, 173–180

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