On free boundary problems arising in probability theory (uniqueness theorems)

DOI10.1070/RM1996V051N06ABEH003008zbMATH Open0886.35179OpenAlexW4233293275MaRDI QIDQ4375236FDOQ4375236

Authors: Gopinath Kallianpur, Olga Arsenevna Oleĭnik 

Publication date: 1 February 1998

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1996v051n06abeh003008

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zbMATH Keywords

uniqueness of weak solutionsoptimal stopping problem for a Markov process

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Free boundary problems for PDEs (35R35)

Cited In (3)

• The nonuniqueness of solutions to elliptic equations for probability measures
• A uniqueness theorem for a free boundary problem
• How to clean a dirty floor: Probabilistic potential theory and the Dobrushin uniqueness theorem

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