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)

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