On the Oblique Derivative Problem for Diffusion Processes and Diffusion Equations with Holder Continuous Coefficients

DOI10.2307/2154951zbMath0810.60073OpenAlexW4233064039MaRDI QIDQ4321194

Publication date: 19 January 1995

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2154951

zbMATH Keywords

fundamental solution diffusion equation martingale problem oblique derivative problem approximation of the domain stochastic representation of some solutions uniqueness of diffusion processes

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60)

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