A stochastic differential equation with a sticky point
classification
🧮 math.PR
keywords
differentialequationholdpointstickystochasticuniquenessweak
pith:XAU2GXYL Add to your LaTeX paper
What is a Pith Number?\usepackage{pith}
\pithnumber{XAU2GXYL}
Prints a linked pith:XAU2GXYL badge after your title and writes the identifier into PDF metadata. Compiles on arXiv with no extra files. Learn more
read the original abstract
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution exist.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.