Uniqueness for some diffusions with discontinuous coefficients

DOI10.1214/aop/1176990439zbMath0737.60038OpenAlexW2000749579MaRDI 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 problemPoisson equationuniqueness of the martingale problem

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Periodic solutions to PDEs (35B10) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) A priori estimates in context of PDEs (35B45) Martingales and classical analysis (60G46) Elliptic equations and elliptic systems (35J99) Transition functions, generators and resolvents (60J35)

Related Items

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