Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients

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2 Citations (Scopus)

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 languageEnglish
Pages (from-to)55-76
Number of pages22
JournalAnnali della Scuola Normale - Classe di Scienze
Volume5
Issue number1
Publication statusPublished - 2006 Jul 10
Externally publishedYes

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Discontinuous Coefficients
Unique Solvability
Second Order Equations
Diffusion Process
Parabolic Equation
Uniqueness
Coefficient

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Mathematics (miscellaneous)

Cite this

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