Bass, Richard A stochastic differential equation with a sticky point. (English) Zbl 1291.60113 Electron. J. Probab. 19, Paper No. 32, 22 p. (2014). Summary: 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. Cited in 21 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60J60 Diffusion processes 60J65 Brownian motion Keywords:stochastic differential equations; sticky point; pathwise uniqueness; strong solution; speed measure PDFBibTeX XMLCite \textit{R. Bass}, Electron. J. Probab. 19, Paper No. 32, 22 p. (2014; Zbl 1291.60113) Full Text: DOI arXiv