Title of article :
On weak uniqueness for some diffusions with discontinuous coefficients
Author/Authors :
Krylov، نويسنده , , N.V.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
28
From page :
37
To page :
64
Abstract :
Several situations when one can prove weak uniqueness of solutions of Itô equations with discontinuous or/and degenerate coefficients are presented. In particular, the cases are considered in which the set of discontinuity is a cone, or a straight line, or else a discrete set of points.
Keywords :
Weak uniqueness , Second-order elliptic equations , Stochastic Itô equations
Journal title :
Stochastic Processes and their Applications
Serial Year :
2004
Journal title :
Stochastic Processes and their Applications
Record number :
1577454
Link To Document :
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