Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
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Publication:5489665
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Second-order parabolic equations (35K10) Initial value problems for second-order parabolic equations (35K15) PDEs with low regular coefficients and/or low regular data (35R05) Martingales with continuous parameter (60G44)
Recommendations
- Uniqueness for second-order parabolic equations with discontinuous coefficients
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- On parabolic equations with discontinuous coefficients
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
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Cites work
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
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- scientific article; zbMATH DE number 3602125 (Why is no real title available?)
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- Maximal regularity for parabolic equations with inhomogeneous boundary conditions in Sobolev spaces with mixed $L_p$-norm
- On elliptic equations with piecewise constant coefficients
- On weak uniqueness for some diffusions with discontinuous coefficients
- Quasilinear parabolic operators with discontinuous ingredients
- Second order elliptic equations in \(\mathbb{R}^{d}\) with piecewise continuous coefficients
- Uniqueness for diffusions with piecewise constant coefficients
- Uniqueness for some diffusions with discontinuous coefficients
Cited in
(10)- Parabolic equations with measurable coefficients
- scientific article; zbMATH DE number 61421 (Why is no real title available?)
- On the impossibility of \(W_p^2\) estimates for elliptic equations with piecewise constant coefficients
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
- Uniqueness for diffusions with piecewise constant coefficients
- Global existence for Laplace reaction-diffusion equations
- On parabolic equations with discontinuous coefficients
- Uniqueness for second-order parabolic equations with discontinuous coefficients
- On uniqueness and blowup properties for a class of second order SDEs
- Parabolic equations with measurable coefficients. II.
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