Ask a Question

Prefer a chat interface with context about you and your work?

Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients

Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in W 1,2 p ((0, T ) × R d ).Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.