On weak uniqueness for some diffusions with discontinuous coefficients

By Nicolai V. Krylov. 2004

67 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics

View Paper: https://www.semanticscholar.org/paper/749ec2665a53e24f4e3e12377d0a69e207b3b101

How researchers see this paper

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In Applied Mathematics

1. Hongjie Dong
2. Doyoon Kim
3. Vivek Shripad Borkar
4. Nicolai V. Krylov
5. Xicheng Zhang
6. Sun-Sig Byun
7. Michael Röckner
8. Lihe Wang

In Computational Theory and Mathematics

1. Hongjie Dong
2. Doyoon Kim
3. Nicolai V. Krylov
4. Vivek Shripad Borkar
5. Espen Robstad Jakobsen
6. Xicheng Zhang
7. Huyen Pham
8. Kenneth Hvistendahl Karlsen

Citations in the corpus

• Parabolic and Elliptic Equations with VMO Coefficients (2005, methodology): “Recently the interest in solving it for discontinuous coefficients reappeared in connection with diffusion approximation (see Krylov, 2004, Krylov and Liptser, 2002).”
• Controlled diffusion processes (2005, background): “(See also [77] for some instances where uniqueness is available.”
• Lp solvability of divergence type parabolic and elliptic systems with partially BMO coefficients (2011, background): “It is of particular interest not only because of its various important applications in nonlinear equations, but also due to its subtle links with the theory of stochastic processes (for instance see [14]).”