On the Oblique Derivative Problem for Diffusion Processes and Diffusion Equations with Holder Continuous Coefficients (Q4321194)

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scientific article; zbMATH DE number 713823
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On the Oblique Derivative Problem for Diffusion Processes and Diffusion Equations with Holder Continuous Coefficients
scientific article; zbMATH DE number 713823

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    On the Oblique Derivative Problem for Diffusion Processes and Diffusion Equations with Holder Continuous Coefficients (English)
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    19 January 1995
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    martingale problem
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    oblique derivative problem
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    diffusion equation
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    uniqueness of diffusion processes
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    stochastic representation of some solutions
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    approximation of the domain
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    fundamental solution
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