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

Doyoon Kim

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

Research output: Contribution to journal › Article › peer-review

Abstract

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in W_p^1,2 ((0,T) × ℝ^d). 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
Externally published	Yes

ASJC Scopus subject areas

Theoretical Computer Science
Mathematics (miscellaneous)

Cite this

@article{5e059104b13849f682a2867cbd619153,

title = "Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients",

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.",

author = "Doyoon Kim",

year = "2006",

language = "English",

volume = "5",

pages = "55--76",

journal = "Annali della Scuola normale superiore di Pisa - Classe di scienze",

issn = "0391-173X",

publisher = "Scuola Normale Superiore",

number = "1",

}

TY - JOUR

T1 - Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients

AU - Kim, Doyoon

PY - 2006

Y1 - 2006

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.

UR - http://www.scopus.com/inward/record.url?scp=33745611156&partnerID=8YFLogxK

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 -

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

Abstract

ASJC Scopus subject areas

Other files and links

Fingerprint

Cite this