A stochastic differential equation with a sticky point
classification
🧮 math.PR
keywords
differentialequationholdpointstickystochasticuniquenessweak
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.
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