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

Doyoon Kim

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze (2006)

  • Volume: 5, Issue: 1, page 55-76
  • ISSN: 0391-173X

Abstract

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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.

How to cite

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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 5.1 (2006): 55-76. <http://eudml.org/doc/243729>.

@article{Kim2006,
abstract = {We prove the unique solvability of parabolic equations with discontinuous leading coefficients in $W_\{p\}^\{1,2\}((0,T) \times \mathbb \{R\}^d)$. Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.},
author = {Kim, Doyoon},
journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
keywords = {non-divergence form operator; discontinuity hyperplane},
language = {eng},
number = {1},
pages = {55-76},
publisher = {Scuola Normale Superiore, Pisa},
title = {Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients},
url = {http://eudml.org/doc/243729},
volume = {5},
year = {2006},
}

TY - JOUR
AU - Kim, Doyoon
TI - Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
JO - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
PY - 2006
PB - Scuola Normale Superiore, Pisa
VL - 5
IS - 1
SP - 55
EP - 76
AB - We prove the unique solvability of parabolic equations with discontinuous leading coefficients in $W_{p}^{1,2}((0,T) \times \mathbb {R}^d)$. Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.
LA - eng
KW - non-divergence form operator; discontinuity hyperplane
UR - http://eudml.org/doc/243729
ER -

References

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