Degenerate stochastic differential equations and super-Markov chains
By Siva Athreya, Martin T. Barlow, Richard F. Bass, Edwin A. Perkins. 2002
65 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/341609138619aa702e46945ff631319958a7bd85
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Richard F. Bass
- Charles L. Epstein
- Rafe Mazzeo
- Edwin A. Perkins
- David A. Levin
- M. Kassmann
- Renming Song
- Zoran Vondraček
In Mathematical Physics
- Richard F. Bass
- David A. Levin
- Edwin A. Perkins
- Rafe Mazzeo
- M. Kassmann
- Zhen-Qing Chen
- Takashi Kumagai
- Renming Song
In Statistics and Probability
- Richard F. Bass
- Edwin A. Perkins
- Charles L. Epstein
- David A. Levin
- Rafe Mazzeo
- M. Kassmann
- Takashi Kumagai
- Zhen-Qing Chen
Citations in the corpus
- Degenerate Diffusion Operators Arising in Population Biology (2011, background): “Various extensions of these results, using a variety of functional analytic frameworks, were made by Athreya, Barlow, Bass Perkins, Sato, Cerrai and Clément, and others, see [1, 4, 5, 6, 7].”
- Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains (2002, methodology): “Standard results therefore show the existence of a solution to MP ( L , ν ) for any given law ν if we assume (see Theorem V.23.5 in [RW98] and (c) below, or the proof of Theorem 1.1 in [ABBP01]).”
- Harnack Inequalities for Jump Processes (2002, background): “estimates. The argument is rather lengthy, so we do not include it here, but a similar argument is used in [ 1 ].”