Uniqueness for diffusions with piecewise constant coefficients (Q1822141): Difference between revisions

Let L be a second-order partial differential operator in \({\mathbb{R}}^ d\). Let \({\mathbb{R}}^ d\) be the finite union of disjoint polyhedrons. Suppose that the diffusion matrix is everywhere non singular and constant on each polyhedron, and that the drift coefficient is bounded and measurable. We show that the martingale problem associated with L is well-posed.