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

Doyoon Kim — 2006

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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.

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