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 |
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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 |
Externally published | Yes |
ASJC Scopus subject areas
- Theoretical Computer Science
- Mathematics (miscellaneous)