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20Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficientsAnnali della Scuola Normale Superiore di Pisa- Classe di Scienze 5 (1): 55-76. 2006.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.
Areas of Interest
| Logic and Philosophy of Logic |