A Selection Procedure for Extracting the Unique Feller Weak Solution of Degenerate Diffusions
Author:
Funder
Indian Institute of Technology, Bombay
Council for Scientific and Industrial Research, Government of India
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-022-09961-1.pdf
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3. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
4. Borkar, V., Kumar, K.S.: A new Markov selection procedure for degenerate diffusions. J. Theor. Probab. 23(3), 729–747 (2010)
5. Buckdahn, R., Ouknine, Y., Quincampoix, M.: On limiting values of stochastic differential equations with small noise intensity tending to zero. Bull. Sci. Math. 133(3), 229–237 (2009)
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