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A stochastic differential equation with a sticky point

   
@article{EJP2350,
	author = {Richard Bass},
	title = {A stochastic differential equation with a sticky point},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {stochastic differential equations; sticky point; Brownian motion; diffusions},
	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.},
	pages = {no. 32, 1-22},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-2350},    
        url = {http://ejp.ejpecp.org/article/view/2350}}