The Cauchy Problem for Degenerate Parabolic Equations with Discontinuous Drift

DOI10.2307/1996501zbMath0271.35036OpenAlexW4235922792MaRDI QIDQ3215667

Edward D. Conway

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1996501

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15)

Related Items (1)

Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

Cites Work

• On the differentiability of functions of several variables
• Generlized solutions of linear differential equations with dicontinuous coefficients and the uniqueness question for multidimensional quasilinear conservation laws
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• Stochastic Equations with Discontinuous Drift
• Diffusion processes with continuous coefficients, I
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