On weak uniqueness for some diffusions with discontinuous coefficients

DOI10.1016/j.spa.2004.03.012zbMath1073.60064MaRDI QIDQ2485782

Nicolai 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 equations; Stochastic Itô equations; Weak uniqueness

Mathematics Subject Classification ID

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

35J15: Second-order elliptic equations

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Cites Work

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