Geodesic
Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 5 (2006) no. 1, pp. 55-76

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We prove the unique solvability of parabolic equations with discontinuous leading coefficients in W p 1,2 ((0,T)×ℝ d ). Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.

Classification : 35K10, 35R05, 60G44, 60H10 
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     title = {Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients},
     journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
     pages = {55--76},
     publisher = {Scuola Normale Superiore, Pisa},
     volume = {Ser. 5, 5},
     number = {1},
     year = {2006},
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     zbl = {1107.35051},
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Kim, Doyoon. Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 5 (2006) no. 1, pp. 55-76. http://geodesic.mathdoc.fr/item/ASNSP_2006_5_5_1_55_0/