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

Annali della Scuola Normale Superiore di Pisa- Classe di Scienze 5 (1):55-76 (2006)
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Abstract

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in $W_{p}^{1,2} \times \mathbb{R}^d)$. Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.

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10.2422/2036-2145.2006.1.05

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Doyoon Kim
Korea Advanced Institute of Science & Technology (KAIST)

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