Uniqueness for some diffusions with discontinuous coefficients

DOI10.1214/aop/1176990439zbMath0737.60038MaRDI QIDQ1176148

Luis Escauriaza, Eugene B. Fabes, M. Christina Cerutti

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990439

zbMATH Keywords

Dirichlet problem; Poisson equation; uniqueness of the martingale problem

Mathematics Subject Classification ID

60G15: Gaussian processes

60G12: General second-order stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35B10: Periodic solutions to PDEs

35B05: Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs

35B45: A priori estimates in context of PDEs

60G46: Martingales and classical analysis

35J99: Elliptic equations and elliptic systems

60J35: Transition functions, generators and resolvents

Related Items

Unnamed Item, On a weak uniqueness for some elliptic equations, Bounds for the fundamental solutions of elliptic and parabolic equations, On the theory of the Kolmogorov operator in the spaces $L^p$ and $C_\infty$, Large Critical Exponents for Some Second Order Uniformly Elliptic Operators, Unnamed Item, Harnack inequality for singular fully nonlinear operators and some existence results, Feller generators and stochastic differential equations with singular (form-bounded) drift, Uniqueness in law for a class of degenerate diffusions with continuous covariance, On One-Point Weak Uniqueness for Elliptic Equations