We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehatμ$. The dispersion and drift coefficients of the stochastic differential equation are allowed to be degenerate and discontinuous, and locally unbounded, respectively. Uniqueness in law is obtained via $L^1(\mathbb{R}^d,\widehatμ)$-uniqueness in a subclass of continuous Markov processes, namely right processes that have $\widehatμ$ as sub-invariant measure and have continuous paths for $\widehatμ$-almost every starting point. Weak existence is obtained for a broader class via the martingale problem.