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

DOI10.1070/RM1996V051N06ABEH003008MaRDI QIDQ4375236zbMATHOpenAlexFDO

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

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)

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

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