Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable (Q1057570)

We consider a parabolic equation \(Lu=0\), without divergence, where \[ L=L(t,x)=-\frac{\partial}{\partial t}+(a(t,x)\frac{\partial}{\partial x},\frac{\partial}{\partial x})+(b(t,x),\frac{\partial}{\partial x})- c(t,x). \] We establish existence and uniqueness theorems for the Cauchy problem for this equation. The fundamental difference between our and known results is that the matrix a(t,x) is not assumed to be continuous in t. Our new theorems on the Cauchy problem enable us to obtain new sufficient conditions of solvability of Itô's integral equations \(x_ t=x+\int^{t}_{0}b(s,x_ s)ds+\int^{t}_{0}\sigma (s,x_ s)dw_ s\).