Open Access
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

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.

Citation

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

Information

Published: April, 1991
First available in Project Euclid: 19 April 2007

zbMATH: 0737.60038
MathSciNet: MR1106274
Digital Object Identifier: 10.1214/aop/1176990439

Subjects:
Primary: 35B05
Secondary: 35B10 , 35B45 , 35C15 , 60G12 , 60G15 , 60G44 , 60H10 , 60J35

Keywords: Harnack's inequality , Martingale problem , maximum principle , Uniqueness in the Dirichlet problem

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 2 • April, 1991
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