Abstract
We prove the unique solvability of parabolic equations with discontinuous leading coefficients in Wp1,2 ((0,T) × ℝd). Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.
| Original language | English |
|---|---|
| Pages (from-to) | 55-76 |
| Number of pages | 22 |
| Journal | Annali della Scuola Normale - Classe di Scienze |
| Volume | 5 |
| Issue number | 1 |
| Publication status | Published - 2006 Jul 10 |
| Externally published | Yes |
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ASJC Scopus subject areas
- Theoretical Computer Science
- Mathematics (miscellaneous)
Cite this
Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients. / Kim, Doyoon.
In: Annali della Scuola Normale - Classe di Scienze, Vol. 5, No. 1, 10.07.2006, p. 55-76.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
AU - Kim, Doyoon
PY - 2006/7/10
Y1 - 2006/7/10
N2 - We prove the unique solvability of parabolic equations with discontinuous leading coefficients in Wp1,2 ((0,T) × ℝd). Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.
AB - We prove the unique solvability of parabolic equations with discontinuous leading coefficients in Wp1,2 ((0,T) × ℝd). Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.
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UR - http://www.scopus.com/inward/citedby.url?scp=33745611156&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:33745611156
VL - 5
SP - 55
EP - 76
JO - Annali della Scuola normale superiore di Pisa - Classe di scienze
JF - Annali della Scuola normale superiore di Pisa - Classe di scienze
SN - 0391-173X
IS - 1
ER -