Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Serie 5, Volume 5 (2006) no. 1, pp. 55-76.

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in W p 1,2 ((0,T)× d ). Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.

Classification: 35K10, 35R05, 60G44, 60H10
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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, Serie 5, Volume 5 (2006) no. 1, pp. 55-76. http://archive.numdam.org/item/ASNSP_2006_5_5_1_55_0/

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