On weak uniqueness for some diffusions with discontinuous coefficients

DOI10.1016/J.SPA.2004.03.012MaRDI QIDQ2485782zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.03.012

zbMATH Keywords

Second-order elliptic equationsWeak uniquenessStochastic Itô equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Second-order elliptic equations (35J15)

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Cited in

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• An alternative approach to partial regularity of quasilinear elliptic systems with VMO coefficients
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• Uniqueness in law for a class of degenerate diffusions with continuous covariance
• The Peano phenomenon for Itō equations
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• Homogenization of random functionals on solutions of stochastic equations
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• Optimal Control of Conditional Value-at-Risk in Continuous Time
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• On dynamical systems perturbed by a null-recurrent motion: the general case
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