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A stochastic differential equation with a sticky point

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	A stochastic differential equation with a sticky point
2.	Creator	Author's name, affiliation, country	Richard Bass; University of Connecticut; United States
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	stochastic differential equations; sticky point; Brownian motion; diffusions
3.	Subject	Subject classification	60H10; 60J60
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSF
7.	Date	(YYYY-MM-DD)	2014-03-14
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2350
10.	Identifier	Digital Object Identifier	10.1214/EJP.v19-2350
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 19
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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