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

Kim, Doyoon

Kim, Doyoon

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 5 (2006) no. 1, pp. 55-76.

Résumé

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in $W_{p}^{1, 2} ((0, T) \times ℝ^{d})$ . Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.

MR Zbl

Classification : 35K10, 35R05, 60G44, 60H10

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     title = {Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients},
     journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
     pages = {55--76},
     publisher = {Scuola Normale Superiore, Pisa},
     volume = {Ser. 5, 5},
     number = {1},
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Kim, Doyoon. Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 5 (2006) no. 1, pp. 55-76. http://archive.numdam.org/item/ASNSP_2006_5_5_1_55_0/

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