A certain class of diffusion processes associated with nonlinear parabolic equations

DOI10.1007/BF00535008MaRDI QIDQ3336469zbMATH OpenWikidataFDO

Authors Tadahisa Funaki

Publication date 1984

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535008

zbMATH Keywords

existence and uniqueness theoremsmartingale problem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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