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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.

Second order stochastic processes and the dilation theory in Banach spaces

Aleksander Weron (1980)

Annales de l'I.H.P. Probabilités et statistiques

Second-order asymptotic expansion for a non-synchronous covariation estimator

Arnak Dalalyan, Nakahiro Yoshida (2011)

Annales de l'I.H.P. Probabilités et statistiques

In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers [Bernoulli11 (2005) 359–379, Ann. Inst. Statist. Math.60 (2008) 367–406], we derive second-order asymptotic expansions for the distribution of the Hayashi–Yoshida estimator in a fairly general setup including random sampling schemes and non-anticipative random drifts. The key steps leading to our results are a second-order decomposition...

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Schätzen der Kovarianzdichte stationärer Punktprozesse aus Zählungen.

Schwach irreduzible Markoff-Operatoren.

SDDEs limits solutions to sublinear reaction-diffusion SPDEs.

Second class particles in the rarefaction fan

Second complément sur le support des lois indéfiniment divisibles

Second conference on self-similarity and applications

Second moment convergence rates for uniform empirical processes.

Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants.

Second order limit laws for the local times of stable processes

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

Second order stochastic processes and the dilation theory in Banach spaces

Second-order asymptotic expansion for a non-synchronous covariation estimator

Second-order neutral stochastic evolution equations with heredity.

Section and Projection Means of Convex Bodies.

Sectorial local non-determinism and the geometry of the Brownian sheet.

Selections of set-valued stochastic processes.

Self attracting diffusions: two case studies.

Self Diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion

Self-decomposable probability measures on Banach spaces

Self-dual planar hypergraphs and exact bond percolation thresholds.

Currently displaying 21 – 40 of 1120