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.
Publié le : 1991-04-14
Classification:
Uniqueness in the Dirichlet problem,
Harnack's inequality,
maximum principle,
martingale problem,
35B05,
35B10,
35B45,
35C15,
60G12,
60G15,
60G44,
60H10,
60J35
@article{1176990439,
author = {Cerutti, M. Cristina and Escauriaza, Luis and Fabes, Eugene B.},
title = {Uniqueness for Some Diffusions with Discontinuous Coefficients},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 525-537},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990439}
}
Cerutti, M. Cristina; Escauriaza, Luis; Fabes, Eugene B. Uniqueness for Some Diffusions with Discontinuous Coefficients. Ann. Probab., Tome 19 (1991) no. 4, pp. 525-537. http://gdmltest.u-ga.fr/item/1176990439/