| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7550370 | Stochastic Processes and their Applications | 2018 | 48 Pages |
Abstract
We obtain Calderón-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous nonlinear coefficients. We then derive the well-posedness of the martingale problem associated with related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Stéphane Menozzi,