The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations

Chuandi Liu, and Hiroaki Morimoto. "The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations." Bulletin of the Polish Academy of Sciences. Mathematics 54.2 (2006): 163-174. <http://eudml.org/doc/281051>.

@article{ChuandiLiu2006,
abstract = {We study the Dirichlet problem for degenerate elliptic equations, and show that the probabilistic solution is a unique viscosity solution.},
author = {Chuandi Liu, Hiroaki Morimoto},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {stochastic differential equations; viscosity solutions},
language = {eng},
number = {2},
pages = {163-174},
title = {The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations},
url = {http://eudml.org/doc/281051},
volume = {54},
year = {2006},
}

TY - JOUR
AU - Chuandi Liu
AU - Hiroaki Morimoto
TI - The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2006
VL - 54
IS - 2
SP - 163
EP - 174
AB - We study the Dirichlet problem for degenerate elliptic equations, and show that the probabilistic solution is a unique viscosity solution.
LA - eng
KW - stochastic differential equations; viscosity solutions
UR - http://eudml.org/doc/281051
ER -