Uniqueness for Some Diffusions with Discontinuous Coefficients

M. Cristina Cerutti; Luis Escauriaza; Eugene B. Fabes

doi:10.1214/aop/1176990439

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Home > Journals > Ann. Probab. > Volume 19 > Issue 2 > Article

April, 1991 Uniqueness for Some Diffusions with Discontinuous Coefficients

M. Cristina Cerutti, Luis Escauriaza, Eugene B. Fabes

Ann. Probab. 19(2): 525-537 (April, 1991). DOI: 10.1214/aop/1176990439

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Abstract

We show the well-posedness for the martingale problem associated with a strictly elliptic operator with coefficients bounded and continuous on $\mathbb{R}^n$ except for a countable set having at most one cluster point.

Cerutti, Escauriaza, and Fabes: Uniqueness for Some Diffusions with Discontinuous Coefficients

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M. Cristina Cerutti, Luis Escauriaza, and Eugene B. Fabes "Uniqueness for Some Diffusions with Discontinuous Coefficients," The Annals of Probability 19(2), 525-537, (April, 1991). https://doi.org/10.1214/aop/1176990439

Published: April, 1991

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Ann. Probab.

Vol.19 • No. 2 • April, 1991

Institute of Mathematical Statistics

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M. Cristina Cerutti, Luis Escauriaza, Eugene B. Fabes "Uniqueness for Some Diffusions with Discontinuous Coefficients," The Annals of Probability, Ann. Probab. 19(2), 525-537, (April, 1991)

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